+57.5%
RMD vs CDW
-21.8%
+79.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +4.1% | +14.7% | -10.6% | +1.5% |
| 3M | +5.7% | +11.1% | -5.4% | +3.4% |
| 6M | +12.9% | +45.6% | -32.7% | +3.8% |
| YTD | -1.5% | +17.1% | -18.6% | -5.8% |
| 1Y | -4.8% | +13.2% | -17.9% | -8.1% |
| 3Y | +57.5% | -22.2% | +79.7% | +54.5% |
| All | +57.5% | -21.8% | +79.3% | +54.5% |
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 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