-3.7%
CDW vs RRX
+9.8%
-13.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | +9.3% | +4.3% | +5.0% | +7.9% |
| 30D | +14.4% | +12.3% | +2.0% | +9.5% |
| 3M | +21.4% | +3.7% | +17.8% | +19.0% |
| 6M | +72.8% | -13.9% | +86.7% | +76.8% |
| YTD | +28.0% | +26.5% | +1.6% | +9.4% |
| 1Y | +19.3% | +29.3% | -10.0% | +0.9% |
| 3Y | -15.3% | +65.6% | -80.9% | -37.7% |
| All | -3.7% | +9.8% | -13.5% | -17.0% |
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