-10.7%
CMG vs RDW
+24.9%
-35.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.7% |
| 7D | -2.8% | -3.1% | +0.3% | -2.7% |
| 30D | +7.1% | -1.8% | +8.9% | +7.0% |
| 3M | +31.2% | -50.9% | +82.0% | +35.0% |
| 6M | +0.7% | +13.5% | -12.8% | -4.4% |
| YTD | -0.1% | +38.6% | -38.7% | -8.0% |
| 1Y | -10.7% | +28.3% | -39.0% | -17.2% |
| All | -10.7% | +24.9% | -35.7% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling