-0.1%
CTAS vs CDW
-13.2%
+13.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.3% |
| 7D | 0.0% | -3.9% | +3.8% | +0.2% |
| 30D | -1.0% | +6.9% | -7.9% | -1.5% |
| 3M | +15.8% | +7.7% | +8.1% | +14.9% |
| 6M | -1.0% | +18.3% | -19.3% | -3.9% |
| YTD | +7.4% | +7.8% | -0.3% | +5.4% |
| 1Y | -0.1% | -12.2% | +12.0% | -0.7% |
| All | -0.1% | -13.2% | +13.1% | -0.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling