+47.4%
CI vs RDW
-9.1%
+56.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -0.1% | +0.9% | -0.9% | -0.1% |
| 30D | +1.8% | -21.3% | +23.0% | +2.1% |
| 3M | -4.2% | -37.9% | +33.6% | -3.8% |
| 6M | +8.8% | +12.3% | -3.4% | +8.0% |
| YTD | +3.7% | +39.7% | -36.0% | +2.2% |
| 1Y | -6.1% | +25.7% | -31.8% | -7.5% |
| 3Y | +4.5% | +230.8% | -226.4% | 0.0% |
| All | +47.4% | -9.1% | +56.4% | +39.6% |
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 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