-21.9%
RDW vs CSGP
-66.0%
+44.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.9% |
| 7D | +0.1% | -3.2% | +3.3% | +1.2% |
| 30D | -15.1% | +2.2% | -17.4% | -18.2% |
| 3M | -38.0% | -3.7% | -34.4% | -39.6% |
| 6M | -26.6% | -7.4% | -19.1% | -29.8% |
| YTD | +7.0% | -54.9% | +61.9% | +56.3% |
| 1Y | +31.8% | -54.9% | +86.7% | +92.5% |
| 3Y | +233.2% | -61.9% | +295.1% | +430.7% |
| 5Y | -18.6% | -63.1% | +44.5% | +18.6% |
| All | -21.9% | -66.0% | +44.1% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling