+11.1%
RDW vs CSGP
-53.2%
+64.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -4.3% |
| 7D | -14.3% | +18.3% | -32.6% | -12.0% |
| 30D | -26.0% | +17.8% | -43.8% | -24.3% |
| 3M | -27.4% | +9.3% | -36.6% | -26.0% |
| 6M | -10.6% | -7.9% | -2.7% | -6.2% |
| YTD | +1.6% | -51.5% | +53.1% | +59.3% |
| 1Y | +11.1% | -53.3% | +64.4% | +88.8% |
| All | +11.1% | -53.2% | +64.3% | +88.8% |
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