+298.9%
CDW vs RY
+351.1%
-52.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +9.3% | +0.6% | +8.8% | +8.9% |
| 30D | +14.4% | +5.0% | +9.3% | +10.9% |
| 3M | +21.4% | -5.3% | +26.7% | +26.3% |
| 6M | +72.8% | +13.8% | +59.0% | +57.3% |
| YTD | +28.0% | +21.0% | +7.1% | +10.8% |
| 1Y | +19.3% | +40.5% | -21.1% | -7.5% |
| 3Y | -15.3% | +159.7% | -175.0% | -59.0% |
| 5Y | -3.8% | +124.3% | -128.1% | -48.3% |
| All | +298.9% | +351.1% | -52.2% | +42.0% |
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