+52.7%
ROK vs CDW
-21.8%
+74.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -13.8% | +2.1% | -15.9% | -14.2% |
| 30D | -14.9% | +14.7% | -29.7% | -18.2% |
| 3M | -14.7% | +11.1% | -25.8% | -17.7% |
| 6M | -17.7% | +45.6% | -63.3% | -29.2% |
| YTD | -2.5% | +17.1% | -19.6% | -10.8% |
| 1Y | +2.3% | +13.2% | -10.9% | -4.8% |
| 3Y | +52.7% | -22.2% | +74.9% | +62.2% |
| All | +52.7% | -21.8% | +74.5% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling