-27.0%
RKT vs CDW
+33.6%
-60.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | -7.2% | -7.4% | +0.1% | -4.2% |
| 30D | -7.9% | +5.8% | -13.7% | -10.2% |
| 3M | +5.2% | +10.8% | -5.6% | -0.4% |
| 6M | -14.9% | +21.5% | -36.4% | -25.8% |
| YTD | -31.9% | +6.4% | -38.2% | -36.6% |
| 1Y | -36.9% | -14.8% | -22.1% | -34.1% |
| 3Y | +35.7% | -29.9% | +65.6% | +54.1% |
| 5Y | -9.7% | -22.9% | +13.2% | -7.9% |
| All | -27.0% | +33.6% | -60.6% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling