+63.2%
RIG vs CDW
-22.8%
+86.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.6% | +0.6% |
| 7D | -2.7% | -3.9% | +1.2% | -1.3% |
| 30D | +9.5% | +6.9% | +2.6% | +5.9% |
| 3M | -6.6% | +7.7% | -14.3% | -11.3% |
| 6M | -2.9% | +18.3% | -21.2% | -14.9% |
| YTD | +39.5% | +7.8% | +31.7% | +27.6% |
| 1Y | +82.3% | -12.2% | +94.4% | +87.5% |
| 3Y | -29.6% | -28.9% | -0.6% | -21.7% |
| 5Y | +63.2% | -22.8% | +86.0% | +73.2% |
| All | +63.2% | -22.8% | +86.0% | +73.2% |
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