+266.1%
CDW vs RGEN
+406.9%
-140.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.3% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | +6.9% | +2.8% | +4.1% | +6.1% |
| 3M | +7.7% | +34.5% | -26.8% | +0.1% |
| 6M | +18.3% | +40.5% | -22.1% | +8.3% |
| YTD | +7.8% | +2.8% | +4.9% | +5.4% |
| 1Y | -12.2% | +39.6% | -51.8% | -20.1% |
| 3Y | -28.9% | +4.4% | -33.4% | -34.1% |
| 5Y | -22.8% | -42.8% | +20.0% | -22.5% |
| 10Y | +266.1% | +406.7% | -140.6% | +126.8% |
| All | +266.1% | +406.9% | -140.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling