+23.6%
CL vs RDW
+5.0%
+18.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.1% | -0.3% |
| 7D | -1.4% | +9.5% | -10.8% | -1.3% |
| 30D | -5.2% | -17.4% | +12.2% | -5.4% |
| 3M | +3.3% | -39.5% | +42.8% | +3.1% |
| 6M | -4.4% | +31.3% | -35.7% | -3.9% |
| YTD | +13.9% | +47.8% | -33.8% | +14.6% |
| 1Y | +7.6% | +33.8% | -26.2% | +8.3% |
| 3Y | +29.6% | +262.3% | -232.7% | +31.3% |
| 5Y | +28.1% | -5.7% | +33.8% | +29.2% |
| All | +23.6% | +5.0% | +18.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling