+11.1%
RDW vs CF
+35.9%
-24.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -5.9% |
| 7D | -14.3% | -6.9% | -7.4% | -15.6% |
| 30D | -26.0% | -3.7% | -22.2% | -26.5% |
| 3M | -27.4% | -5.0% | -22.4% | -27.5% |
| 6M | -10.6% | -10.5% | -0.2% | -11.0% |
| YTD | +1.6% | +46.5% | -44.9% | -28.3% |
| 1Y | +11.1% | +34.8% | -23.7% | -15.6% |
| All | +11.1% | +35.9% | -24.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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