+28.2%
CMG vs RDW
-0.7%
+29.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.4% |
| 6M | +6.9% | +12.3% | -5.3% | +1.9% |
| YTD | -2.2% | +39.7% | -41.9% | -10.1% |
| 1Y | -7.1% | +25.7% | -32.8% | -14.8% |
| 3Y | -7.1% | +230.8% | -238.0% | -29.4% |
| 5Y | -4.8% | -8.8% | +4.0% | -23.5% |
| All | +28.2% | -0.7% | +29.0% | +1.3% |
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