+263.4%
ROK vs CDW
+312.7%
-49.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +7.1% | +9.3% | -2.3% | +2.9% |
| 30D | -5.0% | +14.4% | -19.3% | -10.8% |
| 3M | -9.4% | +21.4% | -30.8% | -18.2% |
| 6M | -11.0% | +72.8% | -83.8% | -34.1% |
| YTD | +4.4% | +28.0% | -23.6% | -13.0% |
| 1Y | +7.4% | +19.3% | -11.9% | -7.1% |
| 3Y | +61.0% | -15.3% | +76.3% | +63.6% |
| 5Y | +30.4% | -3.8% | +34.2% | +21.5% |
| All | +263.4% | +312.7% | -49.3% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling