-23.6%
CDW vs RRX
+16.5%
-40.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.7% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | +4.9% | -8.0% | +12.8% | +7.6% |
| 3M | +7.3% | -25.1% | +32.3% | +16.1% |
| 6M | +19.2% | -18.3% | +37.5% | +22.2% |
| YTD | +6.2% | +14.2% | -8.0% | -5.3% |
| 1Y | -14.0% | +13.0% | -27.1% | -23.5% |
| 3Y | -30.0% | +4.2% | -34.2% | -37.6% |
| 5Y | -23.6% | +17.9% | -41.5% | -37.3% |
| All | -23.6% | +16.5% | -40.1% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling