+2.0%
RDW vs CNH
+29.1%
-27.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.9% | -5.7% | +6.5% | +3.7% |
| 30D | -21.3% | +26.6% | -47.8% | -32.4% |
| 3M | -37.9% | +31.1% | -68.9% | -48.2% |
| 6M | +12.3% | +24.9% | -12.6% | -4.7% |
| YTD | +39.7% | +48.7% | -9.0% | +5.0% |
| 1Y | +25.7% | +22.2% | +3.5% | +6.9% |
| 3Y | +230.8% | +7.4% | +223.4% | +199.8% |
| 5Y | -8.8% | +10.8% | -19.6% | -16.9% |
| All | +2.0% | +29.1% | -27.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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