+524.3%
ROK vs CDW
+1,039.4%
-515.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.3% |
| 7D | -8.5% | +2.6% | -11.1% | -9.2% |
| 30D | -6.4% | +20.4% | -26.8% | -14.0% |
| 3M | -8.8% | +28.5% | -37.3% | -19.4% |
| 6M | -10.5% | +70.6% | -81.1% | -32.4% |
| YTD | +5.4% | +29.1% | -23.7% | -11.7% |
| 1Y | +5.0% | +23.8% | -18.8% | -10.2% |
| 3Y | +64.3% | -14.5% | +78.8% | +65.7% |
| 5Y | +34.0% | -1.6% | +35.5% | +24.3% |
| 10Y | +268.2% | +322.0% | -53.8% | +83.8% |
| All | +524.3% | +1,039.4% | -515.0% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling