+12.3%
RDW vs CPB
-8.1%
+20.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.2% |
| 7D | +0.9% | -1.8% | +2.6% | +0.2% |
| 30D | -21.3% | -7.1% | -14.2% | -23.2% |
| 3M | -37.9% | -6.0% | -31.8% | -38.2% |
| 6M | +12.3% | -5.3% | +17.5% | +12.4% |
| All | +12.3% | -8.1% | +20.4% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling