+230.5%
RDW vs CSGP
-61.7%
+292.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -15.1% | +2.2% | -17.4% | -16.9% |
| 3M | -38.0% | -3.7% | -34.4% | -38.8% |
| 6M | -26.6% | -7.4% | -19.1% | -28.2% |
| YTD | +7.0% | -54.9% | +61.9% | +57.9% |
| 1Y | +31.8% | -54.9% | +86.7% | +94.3% |
| All | +230.5% | -61.7% | +292.2% | +430.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling