+234.8%
RCL vs CDW
-19.1%
+253.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -5.1% | +3.2% | -8.3% | -6.8% |
| 30D | -19.0% | +9.3% | -28.3% | -23.4% |
| 3M | -9.6% | +9.8% | -19.4% | -15.7% |
| 6M | -6.7% | +23.3% | -30.0% | -23.2% |
| YTD | -3.9% | +13.7% | -17.6% | -16.8% |
| 1Y | -25.1% | -6.5% | -18.6% | -25.4% |
| 3Y | +179.1% | -25.2% | +204.4% | +213.5% |
| All | +234.8% | -19.1% | +253.9% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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