+298.9%
CDW vs RRX
+200.5%
+98.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | +9.3% | +4.3% | +5.0% | +7.6% |
| 30D | +14.4% | +12.3% | +2.0% | +8.3% |
| 3M | +21.4% | +3.7% | +17.8% | +18.4% |
| 6M | +72.8% | -13.9% | +86.7% | +77.2% |
| YTD | +28.0% | +26.5% | +1.6% | +7.1% |
| 1Y | +19.3% | +29.3% | -10.0% | -1.4% |
| 3Y | -15.3% | +65.6% | -80.9% | -40.8% |
| 5Y | -3.8% | +10.6% | -14.4% | -22.1% |
| All | +298.9% | +200.5% | +98.4% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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