-22.8%
CDW vs RUN
-80.3%
+57.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -5.5% |
| 7D | -3.9% | +10.2% | -14.0% | -4.7% |
| 30D | +6.9% | -9.6% | +16.5% | +7.7% |
| 3M | +7.7% | -31.5% | +39.2% | +10.8% |
| 6M | +18.3% | -18.7% | +37.0% | +19.4% |
| YTD | +7.8% | -49.9% | +57.7% | +12.4% |
| 1Y | -12.2% | -45.5% | +33.3% | -9.6% |
| 3Y | -28.9% | -34.1% | +5.2% | -36.2% |
| 5Y | -22.8% | -79.4% | +56.7% | -26.2% |
| All | -22.8% | -80.3% | +57.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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