-16.7%
RDW vs CF
+247.6%
-264.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | -18.4% | +14.3% | -32.7% | -20.6% |
| 3M | -32.1% | +27.9% | -59.9% | -36.1% |
| 6M | +10.9% | +25.5% | -14.6% | +1.6% |
| YTD | +40.8% | +81.2% | -40.4% | +14.3% |
| 1Y | +31.1% | +66.5% | -35.4% | +9.4% |
| 3Y | +245.2% | +76.7% | +168.5% | +181.0% |
| 5Y | -16.7% | +237.8% | -254.6% | -36.4% |
| All | -16.7% | +247.6% | -264.4% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling