+230.8%
RDW vs CRL
+38.6%
+192.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.1% |
| 7D | +0.9% | -3.5% | +4.4% | +2.3% |
| 30D | -21.3% | -2.1% | -19.1% | -20.8% |
| 3M | -37.9% | +48.0% | -85.8% | -48.6% |
| 6M | +12.3% | +64.7% | -52.5% | -13.1% |
| YTD | +39.7% | +39.5% | +0.2% | +17.0% |
| 1Y | +25.7% | +74.2% | -48.5% | -6.4% |
| 3Y | +230.8% | +39.4% | +191.5% | +185.4% |
| All | +230.8% | +38.6% | +192.2% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling