+275.2%
RTX vs CDW
+263.0%
+12.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +0.8% |
| 7D | -3.1% | -3.9% | +0.8% | -1.8% |
| 30D | -10.6% | +6.9% | -17.5% | -12.9% |
| 3M | +11.6% | +7.7% | +4.0% | +7.3% |
| 6M | -4.5% | +18.3% | -22.8% | -13.9% |
| YTD | +9.6% | +7.8% | +1.8% | +1.8% |
| 1Y | +30.8% | -12.2% | +43.0% | +31.8% |
| 3Y | +152.8% | -28.9% | +181.8% | +167.6% |
| 5Y | +167.1% | -22.8% | +189.9% | +161.9% |
| 10Y | +275.2% | +266.1% | +9.1% | +103.6% |
| All | +275.2% | +263.0% | +12.2% | +103.6% |
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