-11.2%
CRM vs RDW
-11.3%
+0.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -19.8% | +17.7% | -1.9% |
| 7D | -3.7% | -32.4% | +28.7% | -3.4% |
| 30D | -1.1% | -41.7% | +40.6% | -0.7% |
| 3M | +15.5% | -42.3% | +57.7% | +15.9% |
| 6M | +19.5% | -28.8% | +48.2% | +14.6% |
| YTD | -15.5% | -18.6% | +3.1% | -20.7% |
| 1Y | -11.2% | -15.2% | +4.0% | -18.1% |
| All | -11.2% | -11.3% | +0.1% | -18.1% |
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