+57.3%
RMBS vs CDW
-29.2%
+86.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +4.3% |
| 7D | +3.0% | -3.9% | +6.8% | +4.8% |
| 30D | -14.4% | +6.9% | -21.3% | -17.9% |
| 3M | -42.8% | +7.7% | -50.5% | -46.2% |
| 6M | -1.4% | +18.3% | -19.7% | -18.6% |
| YTD | -5.4% | +7.8% | -13.2% | -15.7% |
| 1Y | +18.6% | -12.2% | +30.7% | +27.7% |
| 3Y | +57.3% | -28.9% | +86.2% | +84.6% |
| All | +57.3% | -29.2% | +86.5% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling