+341.8%
RSP vs CDW
+903.1%
-561.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.8% | +3.2% | -3.9% | -1.9% |
| 30D | -0.3% | +9.3% | -9.6% | -3.9% |
| 3M | +4.3% | +9.8% | -5.5% | -0.5% |
| 6M | +8.8% | +23.3% | -14.5% | -3.2% |
| YTD | +15.3% | +13.7% | +1.6% | +5.5% |
| 1Y | +18.3% | -6.5% | +24.8% | +16.7% |
| 3Y | +52.8% | -25.2% | +78.0% | +61.2% |
| 5Y | +51.7% | -19.5% | +71.2% | +51.7% |
| 10Y | +208.5% | +285.8% | -77.3% | +73.1% |
| All | +341.8% | +903.1% | -561.3% | +114.4% |
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