+3,915.6%
CLS vs RDW
-0.7%
+3,916.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +6.9% |
| 7D | +10.9% | +0.9% | +10.1% | +10.7% |
| 30D | +2.1% | -21.3% | +23.4% | +5.9% |
| 3M | -10.2% | -37.9% | +27.7% | -4.5% |
| 6M | +30.4% | +12.3% | +18.1% | +21.7% |
| YTD | +17.2% | +39.7% | -22.5% | +3.1% |
| 1Y | +41.0% | +25.7% | +15.3% | +23.5% |
| 3Y | +1,338.0% | +230.8% | +1,107.1% | +929.5% |
| 5Y | +3,860.6% | -8.8% | +3,869.3% | +2,891.6% |
| All | +3,915.6% | -0.7% | +3,916.4% | +2,857.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling