+4.4%
RDW vs CTAS
+148.8%
-144.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +4.8% | -1.3% | +6.1% | +5.5% |
| 30D | -19.5% | -3.1% | -16.5% | -18.3% |
| 3M | -26.9% | +10.3% | -37.2% | -32.6% |
| 6M | +17.8% | +1.6% | +16.1% | +13.9% |
| YTD | +43.0% | +6.3% | +36.7% | +32.9% |
| 1Y | +32.1% | -0.5% | +32.6% | +28.1% |
| 3Y | +250.6% | +64.6% | +186.1% | +150.3% |
| 5Y | -6.6% | +106.0% | -112.6% | -42.7% |
| All | +4.4% | +148.8% | -144.4% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling