+994.1%
CDW vs RJF
+610.5%
+383.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 3M | +28.5% | -6.8% | +35.3% | +32.9% |
| 6M | +70.6% | +11.4% | +59.2% | +61.1% |
| YTD | +29.1% | +5.5% | +23.5% | +24.3% |
| 1Y | +23.8% | +3.7% | +20.1% | +20.2% |
| 3Y | -14.5% | +73.4% | -87.9% | -36.4% |
| 5Y | -1.6% | +78.3% | -79.9% | -29.5% |
| 10Y | +322.0% | +328.4% | -6.4% | +90.7% |
| All | +994.1% | +610.5% | +383.6% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling