-22.9%
CDW vs RNG
-70.1%
+47.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -7.4% | -9.6% | +2.2% | -5.6% |
| 30D | +5.8% | +8.8% | -3.0% | +4.2% |
| 3M | +10.8% | +78.6% | -67.8% | -1.2% |
| 6M | +21.5% | +70.3% | -48.8% | +9.0% |
| YTD | +6.4% | +140.3% | -134.0% | -11.3% |
| 1Y | -14.8% | +126.6% | -141.4% | -28.4% |
| 3Y | -29.9% | +120.2% | -150.1% | -42.8% |
| 5Y | -22.9% | -68.3% | +45.4% | -20.9% |
| All | -22.9% | -70.1% | +47.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling