+448.0%
RSG vs CDW
+312.7%
+135.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | +9.3% | -6.8% | +0.4% |
| 30D | +12.7% | +14.4% | -1.6% | +8.9% |
| 3M | +17.9% | +21.4% | -3.5% | +11.8% |
| 6M | +25.0% | +72.8% | -47.8% | +7.4% |
| YTD | +20.8% | +28.0% | -7.2% | +10.6% |
| 1Y | +24.3% | +19.3% | +4.9% | +15.8% |
| 3Y | +65.3% | -15.3% | +80.6% | +65.3% |
| 5Y | +99.1% | -3.8% | +102.8% | +87.0% |
| All | +448.0% | +312.7% | +135.3% | +260.1% |
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