+17.8%
RDW vs CAG
-17.4%
+35.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +0.2% |
| 7D | +4.8% | -5.9% | +10.7% | +1.7% |
| 30D | -19.5% | -1.5% | -18.0% | -20.0% |
| 3M | -26.9% | +11.5% | -38.4% | -21.2% |
| 6M | +17.8% | -15.7% | +33.5% | +23.7% |
| All | +17.8% | -17.4% | +35.2% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling