+101.9%
CTVA vs RDW
-0.7%
+102.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -4.5% | +0.9% | -5.4% | -4.6% |
| 30D | +11.3% | -21.3% | +32.6% | +12.4% |
| 3M | +12.3% | -37.9% | +50.2% | +14.3% |
| 6M | +7.2% | +12.3% | -5.1% | +4.7% |
| YTD | +26.0% | +39.7% | -13.7% | +20.6% |
| 1Y | +16.0% | +25.7% | -9.7% | +10.9% |
| 3Y | +73.9% | +230.8% | -156.9% | +52.6% |
| 5Y | +103.8% | -8.8% | +112.6% | +82.0% |
| All | +101.9% | -0.7% | +102.7% | +75.7% |
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