+233.3%
RDW vs CF
+75.7%
+157.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.0% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | -18.4% | +14.3% | -32.7% | -19.8% |
| 3M | -32.1% | +27.9% | -59.9% | -35.1% |
| 6M | +10.9% | +25.5% | -14.6% | +1.5% |
| YTD | +40.8% | +81.2% | -40.4% | +9.0% |
| 1Y | +31.1% | +66.5% | -35.4% | +5.5% |
| All | +233.3% | +75.7% | +157.6% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling