+46.4%
ROK vs CDW
-22.8%
+69.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +1.0% |
| 7D | +2.8% | -3.9% | +6.7% | +4.3% |
| 30D | -2.4% | +6.9% | -9.3% | -5.5% |
| 3M | -4.7% | +7.7% | -12.4% | -9.3% |
| 6M | +16.8% | +18.3% | -1.6% | +2.3% |
| YTD | +11.4% | +7.8% | +3.6% | +2.2% |
| 1Y | +26.2% | -12.2% | +38.3% | +29.3% |
| 3Y | +51.9% | -28.9% | +80.8% | +70.8% |
| 5Y | +46.4% | -22.8% | +69.2% | +48.6% |
| All | +46.4% | -22.8% | +69.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling