+53.0%
RSP vs CDW
-19.1%
+72.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.8% | +3.2% | -3.9% | -1.7% |
| 30D | -0.3% | +9.3% | -9.6% | -3.2% |
| 3M | +4.3% | +9.8% | -5.5% | +0.5% |
| 6M | +8.8% | +23.3% | -14.5% | -1.2% |
| YTD | +15.3% | +13.7% | +1.6% | +7.5% |
| 1Y | +18.3% | -6.5% | +24.8% | +18.6% |
| 3Y | +52.8% | -25.2% | +78.0% | +62.0% |
| All | +53.0% | -19.1% | +72.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling