+269.4%
CDW vs RNG
+215.2%
+54.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -4.2% | -4.1% | -0.2% | -3.5% |
| 30D | +4.9% | +8.6% | -3.8% | +3.2% |
| 3M | +7.3% | +78.0% | -70.7% | -4.5% |
| 6M | +19.2% | +67.0% | -47.9% | +7.0% |
| YTD | +6.2% | +142.4% | -136.2% | -12.3% |
| 1Y | -14.0% | +120.4% | -134.5% | -27.9% |
| 3Y | -30.0% | +122.1% | -152.1% | -43.5% |
| 5Y | -23.6% | -69.8% | +46.3% | -17.5% |
| 10Y | +269.4% | +223.4% | +46.0% | +113.0% |
| All | +269.4% | +215.2% | +54.1% | +113.0% |
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