+218.9%
CTVA vs CDW
+51.9%
+167.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.7% | -7.4% | +2.7% | -1.9% |
| 30D | +11.1% | +5.8% | +5.2% | +8.1% |
| 3M | +13.7% | +10.8% | +2.9% | +7.6% |
| 6M | +11.2% | +21.5% | -10.3% | -1.8% |
| YTD | +26.9% | +6.4% | +20.5% | +18.2% |
| 1Y | +18.8% | -14.8% | +33.6% | +21.9% |
| 3Y | +75.9% | -29.9% | +105.8% | +91.3% |
| 5Y | +105.2% | -22.9% | +128.1% | +103.8% |
| All | +218.9% | +51.9% | +167.0% | +86.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling