+389.1%
CDW vs RUN
-33.3%
+422.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.6% | +13.5% | +4.0% |
| 7D | +13.1% | +0.3% | +12.7% | +12.7% |
| 30D | +19.1% | +14.0% | +5.1% | +16.9% |
| 3M | +24.7% | -11.8% | +36.5% | +25.6% |
| 6M | +63.4% | -40.4% | +103.7% | +70.4% |
| YTD | +26.3% | -52.7% | +79.0% | +32.9% |
| 1Y | +20.6% | -52.5% | +73.1% | +26.4% |
| 3Y | -16.3% | -7.7% | -8.6% | -28.9% |
| 5Y | -3.9% | -83.9% | +79.9% | -4.8% |
| 10Y | +331.5% | +84.9% | +246.6% | +202.3% |
| All | +389.1% | -33.3% | +422.4% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling