+28.3%
RDW vs CAH
+65.8%
-37.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -3.1% | +5.4% | -8.5% | -3.2% |
| 30D | -1.8% | +3.3% | -5.1% | -1.9% |
| 3M | -50.9% | +22.8% | -73.7% | -51.2% |
| 6M | +13.5% | +11.3% | +2.2% | +13.2% |
| YTD | +38.6% | +21.1% | +17.4% | +40.6% |
| 1Y | +28.3% | +67.2% | -39.0% | +17.8% |
| All | +28.3% | +65.8% | -37.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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