-9.3%
CDW vs RY
+124.6%
-133.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.3% | -4.4% |
| 7D | -4.1% | -1.1% | -3.0% | -3.2% |
| 30D | +16.7% | +4.4% | +12.3% | +14.1% |
| 3M | +13.6% | -2.9% | +16.5% | +15.9% |
| 6M | +17.0% | +15.6% | +1.5% | +6.4% |
| YTD | +18.1% | +21.8% | -3.7% | +3.4% |
| 1Y | +10.5% | +42.6% | -32.1% | -13.0% |
| 3Y | -20.9% | +160.9% | -181.8% | -59.8% |
| 5Y | -9.3% | +126.1% | -135.4% | -48.5% |
| All | -9.3% | +124.6% | -133.9% | -48.5% |
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