-18.9%
CDW vs RBA
+45.3%
-64.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.2% | -2.9% | +6.1% | +4.1% |
| 30D | +9.3% | -12.3% | +21.6% | +13.6% |
| 3M | +9.8% | -20.5% | +30.3% | +17.5% |
| 6M | +23.3% | -18.5% | +41.9% | +30.7% |
| YTD | +13.7% | -18.2% | +31.9% | +20.3% |
| 1Y | -6.5% | -27.5% | +21.0% | +2.4% |
| 3Y | -25.2% | +38.1% | -63.3% | -32.9% |
| All | -18.9% | +45.3% | -64.2% | -31.4% |
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 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