+5.8%
RDW vs CAG
-5.5%
+11.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.0% | -10.9% | -2.4% |
| 7D | -14.3% | +9.7% | -24.0% | -10.7% |
| 30D | -26.0% | +15.8% | -41.8% | -21.2% |
| 3M | -27.4% | +1.8% | -29.2% | -26.0% |
| 6M | -10.6% | +11.5% | -22.2% | -4.9% |
| YTD | +1.6% | -6.7% | +8.3% | +0.5% |
| All | +5.8% | -5.5% | +11.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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