-28.9%
CDW vs RRX
+4.1%
-33.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.3% |
| 7D | -3.9% | +4.3% | -8.2% | -5.0% |
| 30D | +6.9% | -8.0% | +14.9% | +9.2% |
| 3M | +7.7% | -22.0% | +29.7% | +13.9% |
| 6M | +18.3% | -11.9% | +30.2% | +17.6% |
| YTD | +7.8% | +17.1% | -9.3% | -3.8% |
| 1Y | -12.2% | +14.9% | -27.1% | -21.5% |
| 3Y | -28.9% | +6.9% | -35.8% | -32.2% |
| All | -28.9% | +4.1% | -33.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling