+739.0%
RSG vs CDW
+903.1%
-164.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.5% |
| 30D | +7.6% | +9.3% | -1.7% | +5.1% |
| 3M | +7.4% | +9.8% | -2.4% | +4.4% |
| 6M | -3.3% | +23.3% | -26.6% | -9.9% |
| YTD | +6.0% | +13.7% | -7.6% | +0.5% |
| 1Y | -3.7% | -6.5% | +2.8% | -4.4% |
| 3Y | +59.1% | -25.2% | +84.3% | +64.2% |
| 5Y | +89.0% | -19.5% | +108.5% | +87.3% |
| 10Y | +412.5% | +285.8% | +126.7% | +240.7% |
| All | +739.0% | +903.1% | -164.1% | +394.0% |
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