-9.3%
CDW vs RBA
+37.7%
-46.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | +2.1% | +4.3% | -2.2% | +0.8% |
| 30D | +14.7% | +16.3% | -1.6% | +9.2% |
| 3M | +11.1% | +1.3% | +9.8% | +10.3% |
| 6M | +45.6% | -11.1% | +56.6% | +50.1% |
| YTD | +17.1% | -8.5% | +25.6% | +19.5% |
| 1Y | +13.2% | -2.1% | +15.3% | +13.2% |
| 3Y | -22.2% | +44.6% | -66.8% | -31.1% |
| All | -9.3% | +37.7% | -46.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling