+310.0%
RCL vs CDW
-2.2%
+312.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.5% |
| 7D | +0.6% | +2.6% | -2.0% | -0.8% |
| 30D | +19.4% | +20.4% | -1.0% | +7.8% |
| 3M | +9.8% | +28.5% | -18.7% | -5.8% |
| 6M | +28.6% | +70.6% | -42.0% | -9.4% |
| YTD | +22.2% | +29.1% | -6.9% | -2.5% |
| 1Y | +29.7% | +23.8% | +5.9% | +6.7% |
| 3Y | +265.3% | -14.5% | +279.8% | +277.3% |
| All | +310.0% | -2.2% | +312.2% | +238.6% |
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