+83.0%
CTVA vs CDW
-25.0%
+108.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +4.9% | +3.2% | +1.8% | +4.4% |
| 30D | +11.9% | +9.3% | +2.6% | +10.1% |
| 3M | +13.7% | +9.8% | +3.9% | +11.3% |
| 6M | +13.1% | +23.3% | -10.2% | +7.3% |
| YTD | +32.0% | +13.7% | +18.3% | +27.4% |
| 1Y | +22.1% | -6.5% | +28.5% | +24.0% |
| All | +83.0% | -25.0% | +108.1% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling