+322.0%
CDW vs RJF
+334.0%
-12.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | +20.4% | +5.3% | +15.1% | +17.5% |
| 3M | +28.5% | -6.8% | +35.3% | +33.2% |
| 6M | +70.6% | +11.4% | +59.2% | +60.6% |
| YTD | +29.1% | +5.5% | +23.5% | +24.1% |
| 1Y | +23.8% | +3.7% | +20.1% | +20.0% |
| 3Y | -14.5% | +73.4% | -87.9% | -37.7% |
| 5Y | -1.6% | +78.3% | -79.9% | -31.2% |
| 10Y | +322.0% | +328.4% | -6.4% | +72.7% |
| All | +322.0% | +334.0% | -12.0% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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