+813.9%
CTAS vs CDW
+325.6%
+488.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.5% | -1.5% |
| 7D | -0.7% | +9.3% | -10.0% | -4.5% |
| 30D | +10.3% | +15.8% | -5.5% | +3.4% |
| 3M | +10.2% | +21.8% | -11.6% | +0.2% |
| 6M | +34.4% | +58.8% | -24.4% | +6.8% |
| YTD | +19.6% | +22.8% | -3.2% | +3.7% |
| 1Y | +21.8% | +17.9% | +3.9% | +7.5% |
| 3Y | +74.1% | -17.4% | +91.5% | +74.3% |
| 5Y | +114.0% | -5.7% | +119.8% | +94.6% |
| 10Y | +813.9% | +319.5% | +494.4% | +405.5% |
| All | +813.9% | +325.6% | +488.3% | +405.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling