+230.8%
RDW vs CRS
+612.2%
-381.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | +0.9% | -6.8% | +7.6% | +5.2% |
| 30D | -21.3% | -16.1% | -5.1% | -12.1% |
| 3M | -37.9% | -21.2% | -16.7% | -27.4% |
| 6M | +12.3% | +8.7% | +3.6% | +5.0% |
| YTD | +39.7% | +41.0% | -1.2% | +9.5% |
| 1Y | +25.7% | +82.7% | -57.0% | -19.5% |
| 3Y | +230.8% | +604.8% | -373.9% | -0.3% |
| All | +230.8% | +612.2% | -381.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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