+132.6%
RTX vs CDW
-10.5%
+143.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -5.1% | +2.1% | -7.2% | -5.5% |
| 30D | +5.1% | +14.7% | -9.6% | +2.9% |
| 3M | -14.8% | +11.1% | -25.9% | -16.5% |
| 6M | +8.0% | +45.6% | -37.5% | +0.4% |
| YTD | +4.5% | +17.1% | -12.6% | -0.1% |
| 1Y | +9.8% | +13.2% | -3.3% | +5.8% |
| 3Y | +144.2% | -22.2% | +166.4% | +150.2% |
| All | +132.6% | -10.5% | +143.1% | +111.8% |
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 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