-25.3%
RDW vs CSGP
-63.2%
+37.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.0% |
| 7D | +0.1% | -3.2% | +3.3% | +1.2% |
| 30D | -15.1% | +2.2% | -17.4% | -18.4% |
| 3M | -38.0% | -3.7% | -34.4% | -39.7% |
| 6M | -26.6% | -7.4% | -19.1% | -30.1% |
| YTD | +7.0% | -54.9% | +61.9% | +61.5% |
| 1Y | +31.8% | -54.9% | +86.7% | +98.7% |
| 3Y | +233.2% | -61.9% | +295.1% | +448.4% |
| All | -25.3% | -63.2% | +37.9% | +16.1% |
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