+683.8%
CTAS vs CDW
+262.5%
+421.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | +1.0% | -4.2% | +5.2% | +2.6% |
| 30D | -1.1% | +4.9% | -5.9% | -3.5% |
| 3M | +11.5% | +7.3% | +4.2% | +6.5% |
| 6M | +0.2% | +19.2% | -19.0% | -11.3% |
| YTD | +7.2% | +6.2% | +1.0% | -0.5% |
| 1Y | 0.0% | -14.0% | +14.0% | +1.8% |
| 3Y | +65.9% | -30.0% | +95.9% | +79.4% |
| 5Y | +109.6% | -23.6% | +133.2% | +110.8% |
| 10Y | +683.8% | +269.4% | +414.4% | +324.2% |
| All | +683.8% | +262.5% | +421.3% | +324.2% |
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