+2.8%
RDW vs CSGP
-66.8%
+69.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -3.5% |
| 7D | +3.6% | -5.4% | +9.0% | +6.2% |
| 30D | -18.4% | -6.0% | -12.4% | -16.8% |
| 3M | -32.1% | -12.8% | -19.2% | -29.6% |
| 6M | +10.9% | -38.9% | +49.8% | +40.3% |
| YTD | +40.8% | -56.0% | +96.8% | +115.4% |
| 1Y | +31.1% | -66.4% | +97.6% | +139.7% |
| 3Y | +245.2% | -64.2% | +309.3% | +489.0% |
| 5Y | -16.7% | -67.0% | +50.3% | +28.9% |
| All | +2.8% | -66.8% | +69.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling