+637.9%
CDW vs RNG
+327.7%
+310.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.3% |
| 7D | +3.2% | +5.8% | -2.6% | +2.1% |
| 30D | +9.3% | +19.6% | -10.3% | +5.6% |
| 3M | +9.8% | +67.0% | -57.2% | -0.9% |
| 6M | +23.3% | +88.4% | -65.0% | +8.6% |
| YTD | +13.7% | +155.5% | -141.8% | -6.6% |
| 1Y | -6.5% | +141.7% | -148.2% | -22.5% |
| 3Y | -25.2% | +131.1% | -156.3% | -39.7% |
| 5Y | -19.5% | -70.6% | +51.1% | -13.5% |
| 10Y | +285.8% | +228.2% | +57.6% | +144.7% |
| All | +637.9% | +327.7% | +310.2% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling