-16.3%
CDW vs RBA
+51.9%
-68.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +13.1% | +3.2% | +9.9% | +12.0% |
| 30D | +19.1% | +12.0% | +7.1% | +14.4% |
| 3M | +24.7% | +2.9% | +21.8% | +23.0% |
| 6M | +63.4% | -6.3% | +69.6% | +65.8% |
| YTD | +26.3% | -5.9% | +32.2% | +28.1% |
| 1Y | +20.6% | -3.9% | +24.5% | +21.5% |
| 3Y | -16.3% | +64.9% | -81.2% | -24.0% |
| All | -16.3% | +51.9% | -68.2% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling