+7.9%
RDW vs CMS
+42.0%
-34.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.2% | +6.6% |
| 7D | +9.5% | +1.2% | +8.2% | +9.4% |
| 30D | -17.4% | -3.2% | -14.2% | -17.2% |
| 3M | -39.5% | -2.2% | -37.3% | -39.8% |
| 6M | +31.3% | -9.4% | +40.8% | +32.3% |
| YTD | +47.8% | +0.7% | +47.1% | +46.2% |
| 1Y | +33.8% | +0.4% | +33.5% | +32.6% |
| 3Y | +262.3% | +35.2% | +227.1% | +244.4% |
| 5Y | -5.7% | +24.1% | -29.8% | -10.5% |
| All | +7.9% | +42.0% | -34.1% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling