+65.3%
RSG vs CDW
-15.0%
+80.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | +9.3% | -6.8% | +1.9% |
| 30D | +12.7% | +14.4% | -1.6% | +11.6% |
| 3M | +17.9% | +21.4% | -3.5% | +16.1% |
| 6M | +25.0% | +72.8% | -47.8% | +19.1% |
| YTD | +20.8% | +28.0% | -7.2% | +17.7% |
| 1Y | +24.3% | +19.3% | +4.9% | +21.9% |
| 3Y | +65.3% | -15.3% | +80.6% | +70.2% |
| All | +65.3% | -15.0% | +80.3% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling