-25.7%
RDW vs CF
+212.0%
-237.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +7.2% | +4.8% | +2.4% | +6.5% |
| 30D | -10.3% | +4.7% | -15.0% | -11.2% |
| 3M | -41.4% | +7.4% | -48.9% | -42.4% |
| 6M | -32.5% | +0.6% | -33.1% | -33.5% |
| YTD | +1.7% | +64.1% | -62.4% | -14.7% |
| 1Y | +39.0% | +51.4% | -12.4% | +19.0% |
| 3Y | +214.2% | +67.8% | +146.4% | +161.7% |
| 5Y | -31.3% | +114.1% | -145.4% | -43.8% |
| All | -25.7% | +212.0% | -237.7% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling