+561.2%
RMBS vs CDW
+338.4%
+222.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.5% |
| 7D | +3.0% | +2.6% | +0.4% | +2.1% |
| 30D | -15.5% | +20.4% | -35.9% | -24.6% |
| 3M | -11.5% | +28.5% | -39.9% | -25.0% |
| 6M | -36.5% | +70.6% | -107.1% | -56.3% |
| YTD | -7.1% | +29.1% | -36.2% | -27.1% |
| 1Y | -18.7% | +23.8% | -42.4% | -34.1% |
| 3Y | +36.2% | -14.5% | +50.6% | +42.2% |
| 5Y | +252.0% | -1.6% | +253.6% | +235.5% |
| 10Y | +561.2% | +322.0% | +239.2% | +228.3% |
| All | +561.2% | +338.4% | +222.8% | +228.3% |
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