+4.4%
RDW vs CF
+237.0%
-232.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | +4.8% | -2.0% | +6.8% | +5.1% |
| 30D | -19.5% | +15.3% | -34.8% | -21.7% |
| 3M | -26.9% | +24.3% | -51.2% | -30.6% |
| 6M | +17.8% | +23.9% | -6.1% | +8.8% |
| YTD | +43.0% | +77.3% | -34.2% | +18.7% |
| 1Y | +32.1% | +58.7% | -26.6% | +13.2% |
| 3Y | +250.6% | +72.8% | +177.8% | +191.9% |
| 5Y | -6.6% | +228.8% | -235.4% | -25.1% |
| All | +4.4% | +237.0% | -232.5% | -17.4% |
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