+5.6%
CDE vs RDW
+9.7%
-4.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.9% | +13.7% | +9.8% |
| 7D | +1.1% | -14.3% | +15.4% | +4.5% |
| 30D | -14.5% | -26.0% | +11.5% | -8.7% |
| 3M | -10.1% | -27.4% | +17.3% | -4.4% |
| 6M | -16.9% | -10.6% | -6.2% | -20.5% |
| YTD | -18.1% | +1.6% | -19.7% | -22.7% |
| 1Y | +5.6% | +11.1% | -5.5% | -0.6% |
| All | +5.6% | +9.7% | -4.0% | -0.6% |
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 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 · 6 months rolling