+362.2%
RTX vs CDW
+903.1%
-540.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -5.2% | +3.2% | -8.3% | -6.2% |
| 30D | -9.4% | +9.3% | -18.7% | -12.3% |
| 3M | +12.3% | +9.8% | +2.5% | +7.4% |
| 6M | -3.1% | +23.3% | -26.5% | -13.2% |
| YTD | +10.7% | +13.7% | -3.0% | +1.5% |
| 1Y | +28.4% | -6.5% | +34.9% | +26.4% |
| 3Y | +147.1% | -25.2% | +172.3% | +156.3% |
| 5Y | +167.2% | -19.5% | +186.7% | +160.4% |
| 10Y | +274.7% | +285.8% | -11.1% | +107.0% |
| All | +362.2% | +903.1% | -540.9% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling