+52.1%
CME vs RDW
+241.5%
-189.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | -1.6% | +0.9% | -2.4% | -1.6% |
| 30D | +5.6% | -21.3% | +26.9% | +5.4% |
| 3M | +5.6% | -37.9% | +43.4% | +5.5% |
| 6M | -8.3% | +12.3% | -20.5% | -8.1% |
| YTD | +4.3% | +39.7% | -35.4% | +4.8% |
| 1Y | +9.1% | +25.7% | -16.6% | +9.7% |
| 3Y | +52.1% | +230.8% | -178.8% | +52.6% |
| All | +52.1% | +241.5% | -189.4% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling