+863.2%
CDW vs RVTY
+314.3%
+548.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | +9.3% | +13.2% | -3.9% | +3.9% |
| 3M | +9.8% | +27.2% | -17.5% | -1.2% |
| 6M | +23.3% | +32.4% | -9.1% | +7.4% |
| YTD | +13.7% | +34.9% | -21.2% | -2.2% |
| 1Y | -6.5% | +52.4% | -58.8% | -24.2% |
| 3Y | -25.2% | +12.3% | -37.5% | -33.3% |
| 5Y | -19.5% | -30.8% | +11.3% | -12.4% |
| 10Y | +285.8% | +150.7% | +135.1% | +106.5% |
| All | +863.2% | +314.3% | +548.9% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling