+322.0%
CDW vs RNG
+248.5%
+73.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | +2.6% | -3.5% | +6.1% | +3.3% |
| 30D | +20.4% | -3.8% | +24.2% | +21.2% |
| 3M | +28.5% | +18.6% | +9.9% | +24.1% |
| 6M | +70.6% | +69.2% | +1.4% | +52.8% |
| YTD | +29.1% | +161.9% | -132.8% | +4.9% |
| 1Y | +23.8% | +176.2% | -152.4% | -0.5% |
| 3Y | -14.5% | +174.5% | -189.0% | -33.5% |
| 5Y | -1.6% | -71.9% | +70.4% | +8.1% |
| 10Y | +322.0% | +235.4% | +86.6% | +152.4% |
| All | +322.0% | +248.5% | +73.5% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling