+52.8%
CVS vs RDW
+1.6%
+51.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -2.0% | +4.8% | -6.8% | -2.0% |
| 30D | +1.9% | -19.5% | +21.5% | +2.2% |
| 3M | -2.2% | -26.9% | +24.7% | -1.9% |
| 6M | +26.7% | +17.8% | +9.0% | +25.3% |
| YTD | +22.9% | +43.0% | -20.1% | +19.8% |
| 1Y | +32.9% | +32.1% | +0.8% | +29.3% |
| 3Y | +62.3% | +250.6% | -188.4% | +51.5% |
| 5Y | +34.2% | -6.6% | +40.9% | +28.0% |
| All | +52.8% | +1.6% | +51.2% | +43.8% |
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