+4.4%
RDW vs CG
+54.1%
-49.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +3.3% |
| 7D | +4.8% | -9.8% | +14.6% | +12.7% |
| 30D | -19.5% | -10.3% | -9.2% | -13.6% |
| 3M | -26.9% | -1.7% | -25.2% | -27.3% |
| 6M | +17.8% | -9.8% | +27.6% | +24.7% |
| YTD | +43.0% | -25.6% | +68.6% | +75.7% |
| 1Y | +32.1% | -32.5% | +64.6% | +74.1% |
| 3Y | +250.6% | +45.6% | +205.0% | +179.0% |
| 5Y | -6.6% | +3.7% | -10.3% | -10.4% |
| All | +4.4% | +54.1% | -49.7% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling