+293.0%
CDW vs RY
+360.6%
-67.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | 0.0% |
| 7D | +2.1% | -0.9% | +3.0% | +3.0% |
| 30D | +14.7% | +5.9% | +8.9% | +10.7% |
| 3M | +11.1% | -4.3% | +15.4% | +14.7% |
| 6M | +45.6% | +12.1% | +33.5% | +33.9% |
| YTD | +17.1% | +20.3% | -3.2% | +1.7% |
| 1Y | +13.2% | +41.0% | -27.8% | -12.5% |
| 3Y | -22.2% | +157.5% | -179.7% | -62.1% |
| 5Y | -10.1% | +123.2% | -133.3% | -51.5% |
| All | +293.0% | +360.6% | -67.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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