+298.9%
CDW vs RNG
+234.5%
+64.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +9.3% | +4.6% | +4.7% | +8.4% |
| 30D | +14.4% | +0.4% | +13.9% | +14.2% |
| 3M | +21.4% | +11.4% | +10.0% | +18.7% |
| 6M | +72.8% | +95.7% | -22.9% | +50.9% |
| YTD | +28.0% | +162.9% | -134.9% | +4.0% |
| 1Y | +19.3% | +180.3% | -160.9% | -4.3% |
| 3Y | -15.3% | +188.3% | -203.7% | -34.7% |
| 5Y | -3.8% | -72.5% | +68.7% | +6.1% |
| All | +298.9% | +234.5% | +64.4% | +139.7% |
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