+238.6%
RDW vs CMS
+33.6%
+205.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +4.8% | -1.3% | +6.1% | +5.0% |
| 30D | -19.5% | -2.8% | -16.8% | -19.2% |
| 3M | -26.9% | -7.1% | -19.8% | -26.7% |
| 6M | +17.8% | -10.0% | +27.8% | +19.3% |
| YTD | +43.0% | -0.9% | +44.0% | +39.5% |
| 1Y | +32.1% | -2.0% | +34.1% | +29.5% |
| All | +238.6% | +33.6% | +205.1% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling