+32.1%
RDW vs CF
+63.1%
-31.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.3% |
| 7D | +4.8% | -2.0% | +6.8% | +4.6% |
| 30D | -19.5% | +15.3% | -34.8% | -17.8% |
| 3M | -26.9% | +24.3% | -51.2% | -25.4% |
| 6M | +17.8% | +23.9% | -6.1% | +10.6% |
| YTD | +43.0% | +77.3% | -34.2% | -2.6% |
| 1Y | +32.1% | +58.7% | -26.6% | +1.5% |
| All | +32.1% | +63.1% | -31.1% | +1.5% |
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