+262.6%
ROK vs CDW
+329.6%
-67.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.7% |
| 7D | -11.0% | +13.1% | -24.1% | -15.8% |
| 30D | -8.2% | +19.1% | -27.3% | -15.5% |
| 3M | -8.5% | +24.7% | -33.2% | -18.4% |
| 6M | -12.0% | +63.4% | -75.3% | -33.0% |
| YTD | +3.1% | +26.3% | -23.2% | -13.6% |
| 1Y | +2.9% | +20.6% | -17.7% | -11.6% |
| 3Y | +60.7% | -16.3% | +77.0% | +64.1% |
| 5Y | +29.5% | -3.9% | +33.4% | +20.7% |
| 10Y | +262.6% | +331.5% | -68.9% | +91.7% |
| All | +262.6% | +329.6% | -67.0% | +91.7% |
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