-22.2%
CDW vs RY
+155.6%
-177.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.8% |
| 30D | +14.7% | +5.9% | +8.9% | +12.4% |
| 3M | +11.1% | -4.3% | +15.4% | +13.6% |
| 6M | +45.6% | +12.1% | +33.5% | +37.6% |
| YTD | +17.1% | +20.3% | -3.2% | +6.1% |
| 1Y | +13.2% | +41.0% | -27.8% | -6.4% |
| 3Y | -22.2% | +157.5% | -179.7% | -52.0% |
| All | -22.2% | +155.6% | -177.8% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling