-12.6%
RDW vs CSGP
-65.8%
+53.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.5% | +7.6% |
| 7D | +9.5% | -5.1% | +14.6% | +12.2% |
| 30D | -17.4% | +0.3% | -17.7% | -18.6% |
| 3M | -39.5% | -9.1% | -30.4% | -38.7% |
| 6M | +31.3% | -37.3% | +68.6% | +66.9% |
| YTD | +47.8% | -54.9% | +102.6% | +130.7% |
| 1Y | +33.8% | -65.5% | +99.4% | +153.9% |
| 3Y | +262.3% | -63.3% | +325.5% | +533.8% |
| All | -12.6% | -65.8% | +53.1% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling