-70.5%
CBRS vs RDW
-35.4%
-35.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -4.1% |
| 7D | -18.4% | -14.3% | -4.1% | -13.1% |
| 30D | -49.4% | -26.0% | -23.4% | -43.1% |
| 3M | -59.6% | -27.4% | -32.2% | -54.6% |
| All | -70.5% | -35.4% | -35.0% | -67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling