+863.2%
CDW vs RGEN
+2,043.2%
-1,180.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +3.2% | -4.9% | +8.1% | +4.1% |
| 30D | +9.3% | +5.7% | +3.6% | +8.1% |
| 3M | +9.8% | +32.4% | -22.6% | +3.5% |
| 6M | +23.3% | +33.2% | -9.8% | +15.5% |
| YTD | +13.7% | +2.3% | +11.4% | +11.6% |
| 1Y | -6.5% | +39.0% | -45.5% | -13.6% |
| 3Y | -25.2% | -4.6% | -20.6% | -28.6% |
| 5Y | -19.5% | -42.7% | +23.2% | -19.5% |
| 10Y | +285.8% | +433.6% | -147.8% | +168.8% |
| All | +863.2% | +2,043.2% | -1,180.0% | +481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling