+11.1%
RDW vs CRL
+85.3%
-74.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.3% | -2.4% |
| 7D | -14.3% | -12.8% | -1.6% | -10.2% |
| 30D | -26.0% | +5.0% | -31.0% | -26.7% |
| 3M | -27.4% | +39.4% | -66.7% | -34.5% |
| 6M | -10.6% | +89.4% | -100.0% | -29.0% |
| YTD | +1.6% | +63.6% | -62.0% | -18.3% |
| 1Y | +11.1% | +83.5% | -72.4% | -10.5% |
| All | +11.1% | +85.3% | -74.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling