-6.1%
RDW vs CPB
-41.0%
+34.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +0.9% | -1.8% | +2.6% | +0.6% |
| 30D | -21.3% | -7.1% | -14.2% | -22.1% |
| 3M | -37.9% | -6.0% | -31.8% | -38.2% |
| 6M | +12.3% | -5.3% | +17.5% | +12.2% |
| YTD | +39.7% | -20.8% | +60.6% | +37.2% |
| 1Y | +25.7% | -33.8% | +59.5% | +21.6% |
| 3Y | +230.8% | -43.7% | +274.6% | +212.8% |
| All | -6.1% | -41.0% | +34.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling