+99.6%
RIO vs CDW
-22.8%
+122.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.4% |
| 7D | +1.9% | -3.9% | +5.8% | +2.6% |
| 30D | +5.0% | +6.9% | -1.9% | +3.6% |
| 3M | +5.1% | +7.7% | -2.6% | +3.0% |
| 6M | +17.6% | +18.3% | -0.7% | +11.4% |
| YTD | +36.3% | +7.8% | +28.5% | +31.6% |
| 1Y | +71.2% | -12.2% | +83.4% | +74.7% |
| 3Y | +102.7% | -28.9% | +131.6% | +113.8% |
| 5Y | +99.6% | -22.8% | +122.4% | +94.5% |
| All | +99.6% | -22.8% | +122.4% | +94.5% |
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