+230.8%
RDW vs CDW
-24.7%
+255.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -5.2% |
| 7D | +0.9% | +0.9% | -0.1% | +0.2% |
| 30D | -21.3% | +13.1% | -34.3% | -25.5% |
| 3M | -37.9% | +19.7% | -57.5% | -43.8% |
| 6M | +12.3% | +30.7% | -18.5% | -9.0% |
| YTD | +39.7% | +14.7% | +25.0% | +23.6% |
| 1Y | +25.7% | -5.3% | +31.0% | +31.4% |
| 3Y | +230.8% | -23.8% | +254.7% | +262.8% |
| All | +230.8% | -24.7% | +255.5% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling