+7.9%
RDW vs CP
+30.3%
-22.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.2% | +7.1% |
| 7D | +9.5% | +2.4% | +7.0% | +7.3% |
| 30D | -17.4% | -0.5% | -16.8% | -17.0% |
| 3M | -39.5% | +1.4% | -40.9% | -41.0% |
| 6M | +31.3% | +10.3% | +21.0% | +19.7% |
| YTD | +47.8% | +24.3% | +23.5% | +21.9% |
| 1Y | +33.8% | +20.4% | +13.4% | +14.0% |
| 3Y | +262.3% | +21.8% | +240.5% | +210.4% |
| 5Y | -5.7% | +31.5% | -37.2% | -19.2% |
| All | +7.9% | +30.3% | -22.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling