+269.4%
CDW vs RJF
+428.4%
-159.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | -4.2% | -0.3% | -4.0% | -4.1% |
| 30D | +4.9% | -2.0% | +6.9% | +5.8% |
| 3M | +7.3% | +16.3% | -9.0% | -1.0% |
| 6M | +19.2% | +16.9% | +2.3% | +9.2% |
| YTD | +6.2% | +10.4% | -4.3% | -0.3% |
| 1Y | -14.0% | +7.4% | -21.4% | -18.3% |
| 3Y | -30.0% | +72.2% | -102.2% | -48.8% |
| 5Y | -23.6% | +105.1% | -128.7% | -50.3% |
| 10Y | +269.4% | +430.9% | -161.6% | +46.0% |
| All | +269.4% | +428.4% | -159.1% | +46.0% |
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