+78.4%
CTVA vs CDW
-1.8%
+80.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -1.0% | +2.6% | -3.5% | -1.6% |
| 30D | -8.7% | +20.4% | -29.1% | -12.8% |
| 3M | +6.4% | +28.5% | -22.1% | -0.2% |
| 6M | -1.9% | +70.6% | -72.5% | -15.2% |
| YTD | +21.5% | +29.1% | -7.6% | +11.6% |
| 1Y | +24.3% | +23.8% | +0.5% | +15.5% |
| 3Y | +91.8% | -14.5% | +106.3% | +94.8% |
| 5Y | +78.4% | -1.6% | +80.0% | +63.7% |
| All | +78.4% | -1.8% | +80.2% | +63.7% |
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 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