+2.0%
RDW vs CAH
+380.5%
-378.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.9% | -5.1% | +6.0% | +1.8% |
| 30D | -21.3% | +0.2% | -21.5% | -21.4% |
| 3M | -37.9% | +6.3% | -44.2% | -38.8% |
| 6M | +12.3% | +9.4% | +2.9% | +9.6% |
| YTD | +39.7% | +15.0% | +24.8% | +35.1% |
| 1Y | +25.7% | +55.4% | -29.8% | +12.8% |
| 3Y | +230.8% | +173.8% | +57.0% | +163.4% |
| 5Y | -8.8% | +395.2% | -404.0% | -34.4% |
| All | +2.0% | +380.5% | -378.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling