+230.8%
RDW vs CP
+18.6%
+212.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.8% |
| 7D | +0.9% | -2.6% | +3.4% | +3.8% |
| 30D | -21.3% | -3.7% | -17.5% | -18.0% |
| 3M | -37.9% | +0.1% | -38.0% | -39.3% |
| 6M | +12.3% | +7.8% | +4.4% | +0.4% |
| YTD | +39.7% | +21.7% | +18.0% | +7.3% |
| 1Y | +25.7% | +18.6% | +7.1% | +0.2% |
| 3Y | +230.8% | +17.5% | +213.3% | +171.1% |
| All | +230.8% | +18.6% | +212.3% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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