+28.3%
RDW vs CSGP
-64.9%
+93.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +1.5% |
| 7D | -3.1% | -4.1% | +0.9% | -3.2% |
| 30D | -1.8% | +2.3% | -4.1% | -1.8% |
| 3M | -50.9% | -8.2% | -42.7% | -50.0% |
| 6M | +13.5% | -35.1% | +48.5% | +35.0% |
| YTD | +38.6% | -54.0% | +92.6% | +98.2% |
| 1Y | +28.3% | -65.3% | +93.6% | +104.9% |
| All | +28.3% | -64.9% | +93.2% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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