+266.1%
CDW vs RRC
+7.9%
+258.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | +6.9% | +9.4% | -2.5% | +5.6% |
| 3M | +7.7% | +7.4% | +0.3% | +6.6% |
| 6M | +18.3% | +1.5% | +16.9% | +18.0% |
| YTD | +7.8% | +19.4% | -11.6% | +5.1% |
| 1Y | -12.2% | +24.2% | -36.4% | -15.1% |
| 3Y | -28.9% | +32.8% | -61.7% | -32.4% |
| 5Y | -22.8% | +152.9% | -175.7% | -33.6% |
| 10Y | +266.1% | +3.9% | +262.2% | +193.0% |
| All | +266.1% | +7.9% | +258.1% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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