+22.6%
CTSH vs CDW
+285.0%
-262.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | +3.2% | -5.9% | -4.1% |
| 30D | +12.4% | +9.3% | +3.1% | +7.6% |
| 3M | +17.4% | +9.8% | +7.6% | +11.4% |
| 6M | -3.1% | +23.3% | -26.4% | -14.8% |
| YTD | -23.6% | +13.7% | -37.2% | -30.2% |
| 1Y | -10.8% | -6.5% | -4.3% | -11.2% |
| 3Y | -8.3% | -25.2% | +16.9% | -1.2% |
| 5Y | -11.3% | -19.5% | +8.2% | -9.8% |
| All | +22.6% | +285.0% | -262.5% | -33.1% |
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