-3.7%
CDW vs RY
+123.4%
-127.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +9.3% | +0.6% | +8.8% | +9.0% |
| 30D | +14.4% | +5.0% | +9.3% | +11.5% |
| 3M | +21.4% | -5.3% | +26.7% | +25.7% |
| 6M | +72.8% | +13.8% | +59.0% | +59.1% |
| YTD | +28.0% | +21.0% | +7.1% | +12.6% |
| 1Y | +19.3% | +40.5% | -21.1% | -5.1% |
| 3Y | -15.3% | +159.7% | -175.0% | -56.9% |
| All | -3.7% | +123.4% | -127.1% | -45.8% |
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