+56.3%
RMD vs CDW
-25.0%
+81.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.0% | +3.2% | -8.2% | -5.5% |
| 30D | +2.2% | +9.3% | -7.1% | +0.4% |
| 3M | +17.8% | +9.8% | +8.1% | +15.3% |
| 6M | -11.3% | +23.3% | -34.7% | -16.5% |
| YTD | -4.4% | +13.7% | -18.1% | -8.0% |
| 1Y | -15.7% | -6.5% | -9.2% | -14.6% |
| All | +56.3% | -25.0% | +81.3% | +59.6% |
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