+32.1%
RDW vs CSGP
-66.6%
+98.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.8% | -6.9% | +11.7% | +4.6% |
| 30D | -19.5% | -5.2% | -14.3% | -19.6% |
| 3M | -26.9% | -13.8% | -13.1% | -25.3% |
| 6M | +17.8% | -36.3% | +54.1% | +38.4% |
| YTD | +43.0% | -56.1% | +99.2% | +105.3% |
| 1Y | +32.1% | -65.8% | +97.9% | +115.2% |
| All | +32.1% | -66.6% | +98.7% | +115.2% |
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