+59.7%
RGTI vs CDW
-14.9%
+74.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +7.2% |
| 7D | +5.5% | -3.9% | +9.3% | +7.8% |
| 30D | -11.9% | +6.9% | -18.8% | -15.7% |
| 3M | -27.4% | +7.7% | -35.0% | -32.3% |
| 6M | -7.1% | +18.3% | -25.4% | -23.6% |
| YTD | -28.6% | +7.8% | -36.4% | -37.8% |
| 1Y | +4.4% | -12.2% | +16.5% | +7.8% |
| 3Y | +698.5% | -28.9% | +727.4% | +882.9% |
| 5Y | +64.2% | -22.8% | +87.0% | +78.1% |
| All | +59.7% | -14.9% | +74.6% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling