-17.3%
TSCO vs CDW
-30.2%
+13.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -2.5% | -4.2% | +1.8% | -1.7% |
| 30D | -1.1% | +4.9% | -6.0% | -2.3% |
| 3M | +14.3% | +7.3% | +7.0% | +11.8% |
| 6M | -31.9% | +19.2% | -51.1% | -36.0% |
| YTD | -30.7% | +6.2% | -36.9% | -33.1% |
| 1Y | -41.1% | -14.0% | -27.0% | -40.0% |
| All | -17.3% | -30.2% | +13.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling