-3.9%
CDW vs RNG
-75.4%
+71.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +13.1% | -6.0% | +19.1% | +14.5% |
| 30D | +19.1% | -7.4% | +26.5% | +20.8% |
| 3M | +24.7% | +14.6% | +10.2% | +21.3% |
| 6M | +63.4% | +61.5% | +1.8% | +47.7% |
| YTD | +26.3% | +155.7% | -129.4% | +3.7% |
| 1Y | +20.6% | +172.5% | -151.9% | -2.2% |
| 3Y | -16.3% | +168.0% | -184.3% | -34.1% |
| 5Y | -3.9% | -73.8% | +69.9% | +7.3% |
| All | -3.9% | -75.4% | +71.5% | +7.3% |
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