+28.5%
CL vs RDW
-13.0%
+41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -2.4% | +4.8% | -7.3% | -2.4% |
| 30D | -4.8% | -19.5% | +14.8% | -5.0% |
| 3M | -1.7% | -26.9% | +25.2% | -1.8% |
| 6M | -3.8% | +17.8% | -21.6% | -3.4% |
| YTD | +13.3% | +43.0% | -29.8% | +14.0% |
| 1Y | +8.3% | +32.1% | -23.8% | +9.1% |
| 3Y | +28.8% | +250.6% | -221.8% | +31.0% |
| 5Y | +28.5% | -6.6% | +35.2% | +29.0% |
| All | +28.5% | -13.0% | +41.6% | +29.0% |
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