+404.4%
RIO vs CDW
+933.5%
-529.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.2% | +2.1% | +0.2% | +1.4% |
| 30D | -10.1% | +14.7% | -24.9% | -14.3% |
| 3M | -14.1% | +11.1% | -25.2% | -17.9% |
| 6M | -18.9% | +45.6% | -64.5% | -30.2% |
| YTD | +9.9% | +17.1% | -7.2% | -0.5% |
| 1Y | +27.0% | +13.2% | +13.8% | +16.3% |
| 3Y | +50.1% | -22.2% | +72.3% | +53.5% |
| 5Y | +95.3% | -10.1% | +105.4% | +83.2% |
| 10Y | +425.9% | +307.0% | +118.9% | +157.6% |
| All | +404.4% | +933.5% | -529.2% | +95.8% |
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