+156.7%
RTX vs CDW
-14.4%
+171.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.4% | +9.1% | -5.7% | +3.0% |
| 30D | +8.4% | +13.7% | -5.3% | +7.9% |
| 3M | -10.7% | +27.0% | -37.7% | -11.6% |
| 6M | +11.7% | +75.9% | -64.2% | +7.8% |
| YTD | +9.3% | +28.9% | -19.5% | +7.5% |
| 1Y | +13.3% | +19.6% | -6.3% | +12.5% |
| All | +156.7% | -14.4% | +171.2% | +170.6% |
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 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