+2.8%
RDW vs CFG
+115.3%
-112.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.1% |
| 7D | +3.6% | -0.6% | +4.2% | +4.0% |
| 30D | -18.4% | -4.5% | -13.9% | -15.8% |
| 3M | -32.1% | +6.3% | -38.4% | -35.6% |
| 6M | +10.9% | +20.6% | -9.7% | -3.3% |
| YTD | +40.8% | +21.2% | +19.5% | +23.1% |
| 1Y | +31.1% | +38.2% | -7.1% | +5.7% |
| 3Y | +245.2% | +185.9% | +59.2% | +88.8% |
| 5Y | -16.7% | +97.0% | -113.7% | -44.8% |
| All | +2.8% | +115.3% | -112.5% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling