+19.8%
CDW vs RGEN
+13.1%
+6.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.6% | -3.1% | +5.7% | +2.9% |
| 30D | +20.4% | +0.1% | +20.3% | +20.8% |
| 3M | +28.5% | +4.8% | +23.7% | +27.6% |
| 6M | +70.6% | +48.9% | +21.7% | +59.9% |
| YTD | +29.1% | +5.3% | +23.7% | +29.0% |
| All | +19.8% | +13.1% | +6.7% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling