+892.4%
CDW vs RGEN
+2,118.5%
-1,226.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | +2.1% | -1.9% | +4.0% | +2.5% |
| 30D | +14.7% | +3.7% | +11.0% | +14.0% |
| 3M | +11.1% | +8.8% | +2.3% | +8.9% |
| 6M | +45.6% | +38.0% | +7.6% | +35.4% |
| YTD | +17.1% | +5.9% | +11.2% | +13.8% |
| 1Y | +13.2% | +19.7% | -6.5% | +7.4% |
| 3Y | -22.2% | +20.5% | -42.7% | -28.7% |
| 5Y | -10.1% | -35.0% | +24.9% | -12.2% |
| 10Y | +307.0% | +540.9% | -233.9% | +176.4% |
| All | +892.4% | +2,118.5% | -1,226.1% | +493.0% |
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