+4.4%
RDW vs CSGP
-66.9%
+71.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.8% | -6.9% | +11.7% | +8.3% |
| 30D | -19.5% | -5.2% | -14.3% | -18.3% |
| 3M | -26.9% | -13.8% | -13.1% | -23.7% |
| 6M | +17.8% | -36.3% | +54.1% | +45.1% |
| YTD | +43.0% | -56.1% | +99.2% | +119.1% |
| 1Y | +32.1% | -65.8% | +97.9% | +138.5% |
| 3Y | +250.6% | -64.3% | +314.9% | +499.2% |
| 5Y | -6.6% | -67.3% | +60.7% | +44.8% |
| All | +4.4% | -66.9% | +71.3% | +58.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling