+569.1%
RMBS vs CDW
+262.5%
+306.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.7% |
| 7D | +3.5% | -4.2% | +7.7% | +5.8% |
| 30D | -8.6% | +4.9% | -13.4% | -11.8% |
| 3M | -40.3% | +7.3% | -47.6% | -44.3% |
| 6M | -1.0% | +19.2% | -20.2% | -18.2% |
| YTD | -4.6% | +6.2% | -10.8% | -15.1% |
| 1Y | +17.6% | -14.0% | +31.6% | +20.7% |
| 3Y | +58.6% | -30.0% | +88.6% | +88.9% |
| 5Y | +270.9% | -23.6% | +294.5% | +313.2% |
| 10Y | +569.1% | +269.4% | +299.7% | +227.1% |
| All | +569.1% | +262.5% | +306.6% | +227.1% |
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