-25.0%
CDW vs RRC
+31.1%
-56.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +9.3% | +10.1% | -0.8% | +6.8% |
| 3M | +9.8% | +4.0% | +5.8% | +8.6% |
| 6M | +23.3% | +1.6% | +21.8% | +22.7% |
| YTD | +13.7% | +19.7% | -6.1% | +8.9% |
| 1Y | -6.5% | +21.4% | -27.9% | -11.4% |
| All | -25.0% | +31.1% | -56.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling