+32.2%
CVS vs RDW
-9.1%
+41.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -2.2% | +0.9% | -3.0% | -2.2% |
| 30D | -0.1% | -21.3% | +21.2% | +0.3% |
| 3M | -5.2% | -37.9% | +32.6% | -4.6% |
| 6M | +26.9% | +12.3% | +14.6% | +25.6% |
| YTD | +22.1% | +39.7% | -17.7% | +19.1% |
| 1Y | +30.8% | +25.7% | +5.1% | +27.4% |
| 3Y | +54.4% | +230.8% | -176.4% | +44.7% |
| All | +32.2% | -9.1% | +41.3% | +26.5% |
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