+893.7%
RMBS vs CDW
+903.1%
-9.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | -0.3% | +3.2% | -3.5% | -2.1% |
| 30D | -12.2% | +9.3% | -21.5% | -16.8% |
| 3M | -49.5% | +9.8% | -59.3% | -52.9% |
| 6M | -7.1% | +23.3% | -30.5% | -22.9% |
| YTD | -7.0% | +13.7% | -20.6% | -19.1% |
| 1Y | +13.3% | -6.5% | +19.8% | +11.0% |
| 3Y | +49.2% | -25.2% | +74.5% | +69.4% |
| 5Y | +250.0% | -19.5% | +269.4% | +277.8% |
| 10Y | +495.1% | +285.8% | +209.3% | +232.6% |
| All | +893.7% | +903.1% | -9.4% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling