-3.1%
CMG vs RDW
-9.1%
+6.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -2.1% | +0.9% | -2.9% | -2.1% |
| 30D | +10.9% | -21.3% | +32.2% | +12.9% |
| 3M | +15.8% | -37.9% | +53.7% | +19.3% |
| 6M | +6.9% | +12.3% | -5.3% | +1.9% |
| YTD | -2.2% | +39.7% | -41.9% | -10.0% |
| 1Y | -7.1% | +25.7% | -32.8% | -14.7% |
| 3Y | -7.1% | +230.8% | -238.0% | -29.3% |
| All | -3.1% | -9.1% | +6.0% | -23.5% |
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