+888.0%
RMBS vs CDW
+1,037.5%
-149.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +21.9% | +9.1% | +12.9% | +16.6% |
| 30D | -13.4% | +13.7% | -27.1% | -19.5% |
| 3M | -15.9% | +27.0% | -42.9% | -27.4% |
| 6M | -34.8% | +75.9% | -110.7% | -54.5% |
| YTD | -7.5% | +28.9% | -36.4% | -25.8% |
| 1Y | -16.9% | +19.6% | -36.5% | -29.9% |
| 3Y | +35.5% | -14.6% | +50.2% | +41.0% |
| 5Y | +254.2% | -3.2% | +257.3% | +243.3% |
| 10Y | +558.2% | +321.3% | +236.9% | +243.4% |
| All | +888.0% | +1,037.5% | -149.4% | +385.8% |
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