+238.6%
RDW vs CNH
+6.3%
+232.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +3.3% |
| 7D | +4.8% | -2.5% | +7.3% | +5.7% |
| 30D | -19.5% | +27.0% | -46.5% | -32.3% |
| 3M | -26.9% | +32.6% | -59.5% | -40.8% |
| 6M | +17.8% | +23.6% | -5.8% | -1.3% |
| YTD | +43.0% | +47.8% | -4.8% | +2.0% |
| 1Y | +32.1% | +21.3% | +10.8% | +10.2% |
| All | +238.6% | +6.3% | +232.4% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling