+133.9%
CB vs RDW
0.0%
+133.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.3% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | -3.1% | -18.4% | +15.4% | -3.0% |
| 3M | +4.2% | -32.1% | +36.2% | +4.4% |
| 6M | +4.7% | +10.9% | -6.2% | +4.0% |
| YTD | +8.8% | +40.8% | -32.0% | +7.2% |
| 1Y | +22.6% | +31.1% | -8.5% | +20.7% |
| 3Y | +70.6% | +245.2% | -174.5% | +59.7% |
| 5Y | +99.4% | -16.7% | +116.2% | +90.6% |
| All | +133.9% | 0.0% | +133.9% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling