-22.9%
RDW vs CF
+211.5%
-234.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.6% |
| 7D | +29.7% | +5.4% | +24.4% | +28.7% |
| 30D | -12.3% | +6.5% | -18.9% | -13.4% |
| 3M | -40.5% | +4.6% | -45.1% | -41.2% |
| 6M | -30.5% | -3.3% | -27.2% | -30.9% |
| YTD | +5.7% | +63.9% | -58.2% | -11.4% |
| 1Y | +34.5% | +50.4% | -15.9% | +15.3% |
| 3Y | +229.1% | +68.2% | +160.9% | +173.9% |
| 5Y | -28.6% | +113.8% | -142.5% | -41.6% |
| All | -22.9% | +211.5% | -234.4% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling