+2.0%
RDW vs CFG
+118.7%
-116.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -21.3% | -4.6% | -16.6% | -18.7% |
| 3M | -37.9% | +6.7% | -44.5% | -41.3% |
| 6M | +12.3% | +22.1% | -9.9% | -2.9% |
| YTD | +39.7% | +23.2% | +16.6% | +20.8% |
| 1Y | +25.7% | +40.3% | -14.6% | +0.3% |
| 3Y | +230.8% | +187.9% | +43.0% | +79.8% |
| 5Y | -8.8% | +102.0% | -110.7% | -40.3% |
| All | +2.0% | +118.7% | -116.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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