-1.6%
CDW vs RBA
+47.4%
-48.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +20.4% | +9.0% | +11.4% | +17.1% |
| 3M | +28.5% | +7.2% | +21.3% | +25.5% |
| 6M | +70.6% | -7.8% | +78.4% | +74.0% |
| YTD | +29.1% | -6.4% | +35.4% | +30.8% |
| 1Y | +23.8% | -4.2% | +28.0% | +24.6% |
| 3Y | -14.5% | +64.1% | -78.5% | -26.8% |
| 5Y | -1.6% | +48.4% | -50.0% | -7.9% |
| All | -1.6% | +47.4% | -48.9% | -7.9% |
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