+39.0%
RDW vs CSGP
-54.8%
+93.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.2% |
| 7D | +7.2% | +1.3% | +5.9% | +7.5% |
| 30D | -10.3% | +2.8% | -13.1% | -9.4% |
| 3M | -41.4% | -6.3% | -35.1% | -41.0% |
| 6M | -32.5% | -3.2% | -29.4% | -31.9% |
| YTD | +1.7% | -54.0% | +55.7% | +47.4% |
| 1Y | +39.0% | -54.8% | +93.9% | +104.6% |
| All | +39.0% | -54.8% | +93.8% | +104.6% |
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