+7.1%
CRM vs RDW
+24.9%
-17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | +1.3% | -3.1% | +4.4% | +1.3% |
| 30D | +34.3% | -1.8% | +36.1% | +34.2% |
| 3M | +37.7% | -50.9% | +88.6% | +40.9% |
| 6M | +34.9% | +13.5% | +21.5% | +30.4% |
| YTD | -1.6% | +38.6% | -40.2% | -6.8% |
| 1Y | +7.1% | +28.3% | -21.1% | +1.1% |
| All | +7.1% | +24.9% | -17.8% | +1.1% |
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