-15.3%
CDW vs RVTY
+85.4%
-100.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | +14.4% | +1.5% | +12.8% | +13.8% |
| 3M | +21.4% | +31.5% | -10.0% | +12.2% |
| 6M | +72.8% | +62.7% | +10.1% | +48.9% |
| YTD | +28.0% | +60.0% | -31.9% | +9.4% |
| 1Y | +19.3% | +65.7% | -46.4% | +0.5% |
| 3Y | -15.3% | +85.2% | -100.5% | -30.3% |
| All | -15.3% | +85.4% | -100.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling