+2,168.6%
CTAS vs CDW
+933.5%
+1,235.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +1.2% | +2.1% | -0.9% | 0.0% |
| 30D | +12.8% | +14.7% | -2.0% | +6.5% |
| 3M | +10.3% | +11.1% | -0.8% | +4.3% |
| 6M | +32.0% | +45.6% | -13.6% | +10.0% |
| YTD | +19.1% | +17.1% | +2.0% | +6.1% |
| 1Y | +21.5% | +13.2% | +8.3% | +9.7% |
| 3Y | +76.0% | -22.2% | +98.2% | +80.2% |
| 5Y | +110.9% | -10.1% | +121.0% | +97.6% |
| 10Y | +849.8% | +307.0% | +542.8% | +417.5% |
| All | +2,168.6% | +933.5% | +1,235.0% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling