+501.0%
RMD vs CDW
+933.5%
-432.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +2.3% | +2.1% | +0.2% | +1.4% |
| 30D | +4.1% | +14.7% | -10.6% | -0.6% |
| 3M | +5.7% | +11.1% | -5.4% | +1.4% |
| 6M | +12.9% | +45.6% | -32.7% | -3.1% |
| YTD | -1.5% | +17.1% | -18.6% | -10.2% |
| 1Y | -4.8% | +13.2% | -17.9% | -12.1% |
| 3Y | +57.5% | -22.2% | +79.7% | +62.7% |
| 5Y | -5.5% | -10.1% | +4.6% | -9.4% |
| 10Y | +357.8% | +307.0% | +50.8% | +173.5% |
| All | +501.0% | +933.5% | -432.5% | +213.1% |
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