-6.1%
RDW vs CG
-2.7%
-3.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.0% |
| 7D | +0.9% | -9.9% | +10.7% | +8.9% |
| 30D | -21.3% | -11.7% | -9.6% | -14.2% |
| 3M | -37.9% | -4.3% | -33.6% | -37.0% |
| 6M | +12.3% | -8.8% | +21.0% | +18.1% |
| YTD | +39.7% | -26.9% | +66.6% | +75.5% |
| 1Y | +25.7% | -35.4% | +61.1% | +73.4% |
| 3Y | +230.8% | +43.0% | +187.8% | +159.4% |
| All | -6.1% | -2.7% | -3.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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