-28.9%
CDW vs RJF
+76.7%
-105.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.8% |
| 7D | -3.9% | +1.8% | -5.6% | -4.5% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | +7.7% | +18.0% | -10.3% | +0.1% |
| 6M | +18.3% | +17.0% | +1.4% | +9.8% |
| YTD | +7.8% | +11.1% | -3.4% | +1.9% |
| 1Y | -12.2% | +8.0% | -20.1% | -16.0% |
| 3Y | -28.9% | +73.3% | -102.2% | -43.5% |
| All | -28.9% | +76.7% | -105.6% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling