+97.9%
CB vs RDW
-9.1%
+107.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -0.7% | +0.9% | -1.5% | -0.7% |
| 30D | -1.2% | -21.3% | +20.1% | -1.1% |
| 3M | +3.8% | -37.9% | +41.6% | +4.1% |
| 6M | +5.8% | +12.3% | -6.5% | +5.0% |
| YTD | +9.4% | +39.7% | -30.4% | +7.9% |
| 1Y | +20.7% | +25.7% | -5.0% | +19.0% |
| 3Y | +70.1% | +230.8% | -160.8% | +60.0% |
| All | +97.9% | -9.1% | +107.0% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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