-41.8%
RIG vs CDW
+270.8%
-312.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.1% |
| 7D | -8.2% | -4.2% | -4.0% | -5.7% |
| 30D | -0.2% | +4.9% | -5.0% | -4.5% |
| 3M | -2.7% | +7.3% | -10.0% | -11.0% |
| 6M | -7.5% | +19.2% | -26.6% | -26.3% |
| YTD | +38.3% | +6.2% | +32.1% | +18.8% |
| 1Y | +81.8% | -14.0% | +95.9% | +83.9% |
| 3Y | -30.2% | -30.0% | -0.2% | -20.5% |
| 5Y | +59.9% | -23.6% | +83.5% | +61.1% |
| All | -41.8% | +270.8% | -312.6% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling