+720.1%
CDW vs RNG
+328.0%
+392.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +13.1% | -6.0% | +19.1% | +14.4% |
| 30D | +19.1% | -7.4% | +26.5% | +20.7% |
| 3M | +24.7% | +14.6% | +10.2% | +21.3% |
| 6M | +63.4% | +61.5% | +1.8% | +48.0% |
| YTD | +26.3% | +155.7% | -129.4% | +3.6% |
| 1Y | +20.6% | +172.5% | -151.9% | -2.3% |
| 3Y | -16.3% | +168.0% | -184.3% | -34.2% |
| 5Y | -3.9% | -73.8% | +69.9% | +5.8% |
| 10Y | +331.5% | +240.3% | +91.2% | +172.1% |
| All | +720.1% | +328.0% | +392.1% | +397.0% |
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