+25.0%
ROK vs CDW
+13.2%
+11.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.7% | -13.2% | -1.1% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | -2.5% | +26.0% | -28.5% | -3.5% |
| 3M | 0.0% | +10.1% | -10.1% | -0.5% |
| 6M | +11.6% | +26.1% | -14.5% | +9.6% |
| YTD | +15.2% | +25.9% | -10.7% | +12.2% |
| 1Y | +25.0% | +21.5% | +3.5% | +24.0% |
| All | +25.0% | +13.2% | +11.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling