+483.3%
RMD vs CDW
+903.1%
-419.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -5.0% | +3.2% | -8.2% | -6.0% |
| 30D | +2.2% | +9.3% | -7.1% | -1.0% |
| 3M | +17.8% | +9.8% | +8.1% | +13.2% |
| 6M | -11.3% | +23.3% | -34.7% | -20.2% |
| YTD | -4.4% | +13.7% | -18.1% | -11.6% |
| 1Y | -15.7% | -6.5% | -9.2% | -16.6% |
| 3Y | +47.7% | -25.2% | +73.0% | +55.2% |
| 5Y | -19.2% | -19.5% | +0.3% | -19.2% |
| 10Y | +280.4% | +285.8% | -5.4% | +131.6% |
| All | +483.3% | +903.1% | -419.8% | +208.3% |
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