+169.3%
RTX vs CDW
-19.1%
+188.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -5.2% | +3.2% | -8.3% | -5.6% |
| 30D | -9.4% | +9.3% | -18.7% | -10.7% |
| 3M | +12.3% | +9.8% | +2.5% | +10.1% |
| 6M | -3.1% | +23.3% | -26.5% | -8.1% |
| YTD | +10.7% | +13.7% | -3.0% | +6.6% |
| 1Y | +28.4% | -6.5% | +34.9% | +29.3% |
| 3Y | +147.1% | -25.2% | +172.3% | +155.8% |
| All | +169.3% | -19.1% | +188.5% | +173.2% |
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