-6.1%
RDW vs CTAS
+107.2%
-113.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.2% |
| 7D | +0.9% | +0.5% | +0.3% | +0.5% |
| 30D | -21.3% | -0.7% | -20.5% | -21.1% |
| 3M | -37.9% | +11.1% | -48.9% | -43.3% |
| 6M | +12.3% | +2.1% | +10.1% | +8.2% |
| YTD | +39.7% | +8.0% | +31.8% | +27.7% |
| 1Y | +25.7% | -0.5% | +26.2% | +22.1% |
| 3Y | +230.8% | +66.2% | +164.6% | +120.9% |
| All | -6.1% | +107.2% | -113.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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