+336.3%
RTX vs CDW
+933.5%
-597.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -5.1% | +2.1% | -7.2% | -6.2% |
| 30D | +5.1% | +14.7% | -9.6% | -0.2% |
| 3M | -14.8% | +11.1% | -25.9% | -18.9% |
| 6M | +8.0% | +45.6% | -37.5% | -8.1% |
| YTD | +4.5% | +17.1% | -12.6% | -6.1% |
| 1Y | +9.8% | +13.2% | -3.3% | -0.2% |
| 3Y | +144.2% | -22.2% | +166.4% | +147.3% |
| 5Y | +131.4% | -10.1% | +141.5% | +113.2% |
| 10Y | +273.3% | +307.0% | -33.7% | +100.8% |
| All | +336.3% | +933.5% | -597.2% | +108.2% |
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