+23.8%
CDW vs RBA
-4.5%
+28.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +20.4% | +9.0% | +11.4% | +16.2% |
| 3M | +28.5% | +7.2% | +21.3% | +24.3% |
| 6M | +70.6% | -7.8% | +78.4% | +74.3% |
| YTD | +29.1% | -6.4% | +35.4% | +30.7% |
| 1Y | +23.8% | -4.2% | +28.0% | +23.4% |
| All | +23.8% | -4.5% | +28.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling