+4.4%
RDW vs CNP
+117.5%
-113.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +4.8% | -2.2% | +7.0% | +5.4% |
| 30D | -19.5% | -2.1% | -17.5% | -19.2% |
| 3M | -26.9% | -7.9% | -19.0% | -25.8% |
| 6M | +17.8% | -8.3% | +26.1% | +19.3% |
| YTD | +43.0% | +3.8% | +39.3% | +38.4% |
| 1Y | +32.1% | +5.9% | +26.2% | +26.7% |
| 3Y | +250.6% | +49.3% | +201.4% | +202.7% |
| 5Y | -6.6% | +69.3% | -75.9% | -19.7% |
| All | +4.4% | +117.5% | -113.0% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling