-10.3%
TSCO vs CDW
-4.0%
-6.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.3% | +9.3% | -9.1% | -2.2% |
| 30D | +11.3% | +14.4% | -3.0% | +7.0% |
| 3M | +1.5% | +21.4% | -19.9% | -4.6% |
| 6M | +24.0% | +72.8% | -48.8% | +3.4% |
| YTD | -25.7% | +28.0% | -53.7% | -33.2% |
| 1Y | -33.6% | +19.3% | -52.9% | -38.8% |
| 3Y | -1.5% | -15.3% | +13.8% | -0.4% |
| All | -10.3% | -4.0% | -6.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling