+215.7%
RSP vs CDW
+338.4%
-122.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -0.3% | +2.6% | -2.9% | -1.3% |
| 30D | +4.4% | +20.4% | -16.0% | -3.1% |
| 3M | +1.3% | +28.5% | -27.2% | -9.1% |
| 6M | +10.0% | +70.6% | -60.6% | -13.5% |
| YTD | +17.6% | +29.1% | -11.5% | +1.3% |
| 1Y | +19.2% | +23.8% | -4.6% | +4.5% |
| 3Y | +66.0% | -14.5% | +80.5% | +65.7% |
| 5Y | +50.4% | -1.6% | +52.0% | +37.1% |
| 10Y | +215.7% | +322.0% | -106.3% | +78.5% |
| All | +215.7% | +338.4% | -122.8% | +78.5% |
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