+417.0%
RSG vs CDW
+271.4%
+145.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.8% | -7.4% | +5.6% | -0.1% |
| 30D | +2.8% | +5.8% | -3.1% | +1.1% |
| 3M | +4.3% | +10.8% | -6.5% | +1.0% |
| 6M | -0.5% | +21.5% | -22.0% | -7.5% |
| YTD | +5.2% | +6.4% | -1.1% | +1.1% |
| 1Y | -2.1% | -14.8% | +12.7% | -0.5% |
| 3Y | +56.5% | -29.9% | +86.4% | +64.4% |
| 5Y | +89.5% | -22.9% | +112.4% | +88.9% |
| All | +417.0% | +271.4% | +145.5% | +236.8% |
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