+863.2%
CDW vs RY
+481.9%
+381.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +3.2% | +3.1% | +0.1% | +1.2% |
| 30D | +9.3% | -0.3% | +9.6% | +9.5% |
| 3M | +9.8% | +8.7% | +1.1% | +3.6% |
| 6M | +23.3% | +28.5% | -5.2% | +3.7% |
| YTD | +13.7% | +25.1% | -11.5% | -2.9% |
| 1Y | -6.5% | +46.3% | -52.8% | -28.1% |
| 3Y | -25.2% | +154.9% | -180.2% | -60.9% |
| 5Y | -19.5% | +140.3% | -159.8% | -56.4% |
| 10Y | +285.8% | +377.0% | -91.2% | +39.5% |
| All | +863.2% | +481.9% | +381.3% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling