+50.1%
RIO vs CDW
-21.8%
+71.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.2% | +2.1% | +0.2% | +2.0% |
| 30D | -10.1% | +14.7% | -24.9% | -11.3% |
| 3M | -14.1% | +11.1% | -25.2% | -15.2% |
| 6M | -18.9% | +45.6% | -64.5% | -22.6% |
| YTD | +9.9% | +17.1% | -7.2% | +7.0% |
| 1Y | +27.0% | +13.2% | +13.8% | +24.6% |
| 3Y | +50.1% | -22.2% | +72.3% | +44.1% |
| All | +50.1% | -21.8% | +71.8% | +44.1% |
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 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