+10.9%
RDW vs CFG
+21.9%
-11.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.2% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | -18.4% | -4.5% | -13.9% | -16.0% |
| 3M | -32.1% | +6.3% | -38.4% | -38.0% |
| 6M | +10.9% | +20.6% | -9.7% | -17.6% |
| All | +10.9% | +21.9% | -11.0% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling