+940.6%
CDW vs RJF
+613.3%
+327.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.8% | +3.4% |
| 7D | +9.3% | +3.4% | +5.9% | +7.9% |
| 30D | +15.8% | +5.9% | +9.8% | +12.9% |
| 3M | +21.8% | -4.6% | +26.4% | +24.6% |
| 6M | +58.8% | +9.5% | +49.3% | +51.2% |
| YTD | +22.8% | +6.0% | +16.8% | +18.0% |
| 1Y | +17.9% | +4.3% | +13.6% | +14.1% |
| 3Y | -17.4% | +76.6% | -94.0% | -39.1% |
| 5Y | -5.7% | +80.6% | -86.3% | -32.9% |
| 10Y | +319.5% | +346.5% | -27.0% | +86.6% |
| All | +940.6% | +613.3% | +327.2% | +310.1% |
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