+4.4%
RDW vs CRL
+2.2%
+2.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.4% |
| 7D | +4.8% | -6.9% | +11.8% | +8.1% |
| 30D | -19.5% | -3.2% | -16.3% | -18.6% |
| 3M | -26.9% | +46.5% | -73.4% | -39.5% |
| 6M | +17.8% | +63.1% | -45.3% | -8.7% |
| YTD | +43.0% | +36.9% | +6.2% | +20.4% |
| 1Y | +32.1% | +78.1% | -46.0% | -3.1% |
| 3Y | +250.6% | +36.7% | +214.0% | +175.9% |
| 5Y | -6.6% | -38.1% | +31.5% | -14.4% |
| All | +4.4% | +2.2% | +2.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling