+38.7%
CTSH vs CDW
+329.6%
-290.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +0.9% |
| 7D | +1.8% | +13.1% | -11.2% | -4.2% |
| 30D | +9.8% | +19.1% | -9.3% | +0.4% |
| 3M | +12.1% | +24.7% | -12.6% | 0.0% |
| 6M | +27.4% | +63.4% | -35.9% | -0.9% |
| YTD | -20.3% | +26.3% | -46.6% | -31.4% |
| 1Y | -8.8% | +20.6% | -29.4% | -19.8% |
| 3Y | +4.0% | -16.3% | +20.4% | +5.4% |
| 5Y | -12.2% | -3.9% | -8.3% | -18.6% |
| 10Y | +38.7% | +331.5% | -292.8% | -25.7% |
| All | +38.7% | +329.6% | -290.9% | -25.7% |
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 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