+863.2%
CDW vs RRX
+209.9%
+653.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.2% | +3.4% | -0.3% | +1.8% |
| 30D | +9.3% | -11.1% | +20.4% | +14.2% |
| 3M | +9.8% | -23.7% | +33.5% | +19.7% |
| 6M | +23.3% | -22.0% | +45.3% | +29.6% |
| YTD | +13.7% | +16.5% | -2.8% | -0.1% |
| 1Y | -6.5% | +11.5% | -18.0% | -16.8% |
| 3Y | -25.2% | +1.5% | -26.8% | -34.2% |
| 5Y | -19.5% | +18.3% | -37.8% | -36.1% |
| 10Y | +285.8% | +209.8% | +76.0% | +91.5% |
| All | +863.2% | +209.9% | +653.3% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling