+901.2%
CDW vs RL
+182.9%
+718.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -3.9% |
| 7D | -4.1% | -4.7% | +0.6% | -2.5% |
| 30D | +16.7% | +3.6% | +13.2% | +15.7% |
| 3M | +13.6% | +0.5% | +13.0% | +13.3% |
| 6M | +17.0% | +6.6% | +10.4% | +13.2% |
| YTD | +18.1% | +8.8% | +9.3% | +12.7% |
| 1Y | +10.5% | +21.8% | -11.3% | +1.5% |
| 3Y | -20.9% | +245.8% | -266.7% | -49.2% |
| 5Y | -9.3% | +230.0% | -239.3% | -42.4% |
| 10Y | +310.6% | +369.4% | -58.9% | +121.0% |
| All | +901.2% | +182.9% | +718.4% | +498.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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