+4.3%
CI vs RDW
+22.8%
-18.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.6% | +0.9% |
| 7D | -1.1% | +3.6% | -4.7% | -1.1% |
| 30D | +0.5% | -18.4% | +18.9% | +0.6% |
| 3M | -5.2% | -32.1% | +26.9% | -5.2% |
| 6M | +4.3% | +10.9% | -6.6% | +0.3% |
| All | +4.3% | +22.8% | -18.5% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling