+13.3%
RMBS vs CDW
-5.0%
+18.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -0.3% | +3.2% | -3.5% | -0.7% |
| 30D | -12.2% | +9.3% | -21.5% | -13.2% |
| 3M | -49.5% | +9.8% | -59.3% | -49.9% |
| 6M | -7.1% | +23.3% | -30.5% | -13.2% |
| YTD | -7.0% | +13.7% | -20.6% | -8.4% |
| 1Y | +13.3% | -6.5% | +19.8% | +15.7% |
| All | +13.3% | -5.0% | +18.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling