+293.0%
CDW vs RVTY
+206.3%
+86.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +14.7% | +1.0% | +13.7% | +14.1% |
| 3M | +11.1% | +35.8% | -24.7% | -2.0% |
| 6M | +45.6% | +56.7% | -11.1% | +20.1% |
| YTD | +17.1% | +60.7% | -43.6% | -6.1% |
| 1Y | +13.2% | +73.7% | -60.5% | -12.4% |
| 3Y | -22.2% | +82.8% | -105.0% | -43.1% |
| 5Y | -10.1% | -7.0% | -3.1% | -14.0% |
| All | +293.0% | +206.3% | +86.7% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling