+55.6%
RGTI vs CDW
-23.8%
+79.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | -7.4% | +7.2% | +4.6% |
| 30D | -16.2% | +5.8% | -22.0% | -19.4% |
| 3M | -22.0% | +10.8% | -32.8% | -29.0% |
| 6M | -10.8% | +21.5% | -32.2% | -28.9% |
| YTD | -31.6% | +6.4% | -37.9% | -40.1% |
| 1Y | -6.4% | -14.8% | +8.4% | -0.7% |
| 3Y | +665.7% | -29.9% | +695.5% | +856.1% |
| 5Y | +55.6% | -22.9% | +78.5% | +69.0% |
| All | +55.6% | -23.8% | +79.4% | +69.0% |
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