-5.7%
CDW vs RY
+127.1%
-132.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.4% | +3.9% |
| 7D | +9.3% | -0.2% | +9.5% | +9.7% |
| 30D | +15.8% | +7.1% | +8.7% | +11.6% |
| 3M | +21.8% | -2.7% | +24.5% | +24.0% |
| 6M | +58.8% | +13.8% | +45.0% | +46.2% |
| YTD | +22.8% | +22.1% | +0.7% | +7.4% |
| 1Y | +17.9% | +43.1% | -25.2% | -7.3% |
| 3Y | -17.4% | +163.6% | -181.1% | -58.4% |
| 5Y | -5.7% | +126.2% | -132.0% | -46.7% |
| All | -5.7% | +127.1% | -132.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling