+37.8%
CTSH vs CDW
+325.6%
-287.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.6% | -3.9% |
| 7D | -2.3% | +9.3% | -11.6% | -6.7% |
| 30D | +7.4% | +15.8% | -8.4% | -0.4% |
| 3M | +10.9% | +21.8% | -10.9% | 0.0% |
| 6M | +24.7% | +58.8% | -34.1% | -1.8% |
| YTD | -22.0% | +22.8% | -44.8% | -32.0% |
| 1Y | -11.2% | +17.9% | -29.1% | -21.1% |
| 3Y | +3.9% | -17.4% | +21.3% | +5.8% |
| 5Y | -13.9% | -5.7% | -8.2% | -19.5% |
| 10Y | +37.8% | +319.5% | -281.7% | -24.7% |
| All | +37.8% | +325.6% | -287.8% | -24.7% |
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