+892.4%
CDW vs RRC
-34.0%
+926.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.5% |
| 7D | +2.1% | -10.8% | +12.9% | +3.5% |
| 30D | +14.7% | +22.3% | -7.6% | +11.6% |
| 3M | +11.1% | +26.6% | -15.5% | +7.5% |
| 6M | +45.6% | +18.9% | +26.6% | +41.8% |
| YTD | +17.1% | +39.2% | -22.1% | +11.8% |
| 1Y | +13.2% | +34.0% | -20.8% | +8.4% |
| 3Y | -22.2% | +42.0% | -64.2% | -26.6% |
| 5Y | -10.1% | +111.9% | -122.0% | -20.8% |
| 10Y | +307.0% | +62.8% | +244.2% | +217.5% |
| All | +892.4% | -34.0% | +926.5% | +761.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling