+1,945.2%
CTAS vs CDW
+903.1%
+1,042.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.8% | +3.2% | -5.0% | -3.0% |
| 30D | -0.2% | +9.3% | -9.5% | -4.1% |
| 3M | +11.7% | +9.8% | +1.9% | +6.1% |
| 6M | +0.7% | +23.3% | -22.6% | -11.0% |
| YTD | +7.4% | +13.7% | -6.2% | -2.2% |
| 1Y | -2.1% | -6.5% | +4.4% | -3.7% |
| 3Y | +62.9% | -25.2% | +88.2% | +71.2% |
| 5Y | +111.9% | -19.5% | +131.4% | +110.3% |
| 10Y | +652.2% | +285.8% | +366.4% | +321.5% |
| All | +1,945.2% | +903.1% | +1,042.1% | +943.4% |
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