-20.1%
RKT vs CDW
+62.1%
-82.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | -3.8% | +2.6% | -6.4% | -5.0% |
| 30D | +32.8% | +20.4% | +12.4% | +22.1% |
| 3M | +0.8% | +28.5% | -27.6% | -10.3% |
| 6M | -2.6% | +70.6% | -73.2% | -25.0% |
| YTD | -25.4% | +29.1% | -54.5% | -36.6% |
| 1Y | -19.1% | +23.8% | -42.9% | -29.6% |
| 3Y | +83.2% | -14.5% | +97.7% | +89.0% |
| 5Y | +0.8% | -1.6% | +2.4% | -7.7% |
| All | -20.1% | +62.1% | -82.2% | -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