+566.8%
ROK vs CDW
+903.1%
-336.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.7% | +3.2% | -2.5% | -0.8% |
| 30D | -3.3% | +9.3% | -12.6% | -7.6% |
| 3M | -5.9% | +9.8% | -15.7% | -11.4% |
| 6M | +13.9% | +23.3% | -9.5% | -1.9% |
| YTD | +12.6% | +13.7% | -1.1% | +0.5% |
| 1Y | +28.6% | -6.5% | +35.1% | +25.8% |
| 3Y | +45.1% | -25.2% | +70.3% | +56.5% |
| 5Y | +45.6% | -19.5% | +65.1% | +48.9% |
| 10Y | +345.0% | +285.8% | +59.2% | +133.8% |
| All | +566.8% | +903.1% | -336.3% | +201.7% |
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 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