+2.0%
RDW vs CNP
+117.4%
-115.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.2% |
| 30D | -21.3% | -2.9% | -18.3% | -20.7% |
| 3M | -37.9% | -7.5% | -30.3% | -37.0% |
| 6M | +12.3% | -7.9% | +20.2% | +13.6% |
| YTD | +39.7% | +3.7% | +36.0% | +35.2% |
| 1Y | +25.7% | +4.6% | +21.1% | +21.1% |
| 3Y | +230.8% | +49.1% | +181.7% | +185.6% |
| 5Y | -8.8% | +69.2% | -78.0% | -21.5% |
| All | +2.0% | +117.4% | -115.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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