-6.1%
RDW vs CRS
+1,363.4%
-1,369.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +0.9% | -6.8% | +7.6% | +4.5% |
| 30D | -21.3% | -16.1% | -5.1% | -13.5% |
| 3M | -37.9% | -21.2% | -16.7% | -29.0% |
| 6M | +12.3% | +8.7% | +3.6% | +6.2% |
| YTD | +39.7% | +41.0% | -1.2% | +14.3% |
| 1Y | +25.7% | +82.7% | -57.0% | -12.6% |
| 3Y | +230.8% | +604.8% | -373.9% | +25.5% |
| All | -6.1% | +1,363.4% | -1,369.5% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling