-12.1%
CTSH vs CDW
-10.5%
-1.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.4% |
| 7D | -0.6% | +2.1% | -2.7% | -1.9% |
| 30D | +13.4% | +14.7% | -1.3% | +6.0% |
| 3M | +14.4% | +11.1% | +3.3% | +7.9% |
| 6M | +27.7% | +45.6% | -17.9% | +5.7% |
| YTD | -20.6% | +17.1% | -37.7% | -28.8% |
| 1Y | -9.1% | +13.2% | -22.3% | -17.3% |
| 3Y | +3.1% | -22.2% | +25.3% | +7.4% |
| All | -12.1% | -10.5% | -1.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling