+863.2%
CDW vs RL
+159.5%
+703.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +9.3% | -7.8% | +17.1% | +11.8% |
| 3M | +9.8% | -4.0% | +13.8% | +10.5% |
| 6M | +23.3% | -1.9% | +25.2% | +21.8% |
| YTD | +13.7% | -0.2% | +13.8% | +11.3% |
| 1Y | -6.5% | +10.7% | -17.2% | -11.6% |
| 3Y | -25.2% | +210.8% | -236.0% | -50.4% |
| 5Y | -19.5% | +238.2% | -257.7% | -49.4% |
| 10Y | +285.8% | +313.4% | -27.6% | +114.6% |
| All | +863.2% | +159.5% | +703.8% | +490.8% |
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