+2.0%
RDW vs CMS
+38.6%
-36.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +0.9% | -1.9% | +2.8% | +1.0% |
| 30D | -21.3% | -4.1% | -17.2% | -21.0% |
| 3M | -37.9% | -7.1% | -30.8% | -37.8% |
| 6M | +12.3% | -10.1% | +22.3% | +13.0% |
| YTD | +39.7% | -1.7% | +41.5% | +38.5% |
| 1Y | +25.7% | -3.4% | +29.1% | +25.0% |
| 3Y | +230.8% | +31.6% | +199.3% | +215.1% |
| 5Y | -8.8% | +23.3% | -32.1% | -13.2% |
| All | +2.0% | +38.6% | -36.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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