-18.9%
CDW vs RRC
+156.2%
-175.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | +9.8% | +4.0% | +5.8% | +8.9% |
| 6M | +23.3% | +1.6% | +21.8% | +22.8% |
| YTD | +13.7% | +19.7% | -6.1% | +9.8% |
| 1Y | -6.5% | +21.4% | -27.9% | -10.2% |
| 3Y | -25.2% | +29.7% | -54.9% | -29.7% |
| All | -18.9% | +156.2% | -175.2% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling