+522.1%
RIO vs CDW
+903.1%
-381.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | 0.0% | +3.2% | -3.2% | -1.0% |
| 30D | +4.0% | +9.3% | -5.3% | +0.8% |
| 3M | +0.1% | +9.8% | -9.7% | -4.0% |
| 6M | +12.7% | +23.3% | -10.6% | +1.6% |
| YTD | +35.6% | +13.7% | +21.9% | +24.9% |
| 1Y | +73.7% | -6.5% | +80.2% | +71.4% |
| 3Y | +93.3% | -25.2% | +118.5% | +102.0% |
| 5Y | +92.4% | -19.5% | +111.9% | +89.9% |
| 10Y | +606.9% | +285.8% | +321.1% | +255.8% |
| All | +522.1% | +903.1% | -381.0% | +145.8% |
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