+4.4%
RDW vs CVE
+497.3%
-492.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | -19.5% | +11.7% | -31.3% | -22.5% |
| 3M | -26.9% | +18.2% | -45.1% | -31.3% |
| 6M | +17.8% | +48.8% | -31.0% | +0.9% |
| YTD | +43.0% | +99.4% | -56.4% | +11.3% |
| 1Y | +32.1% | +97.9% | -65.8% | +2.9% |
| 3Y | +250.6% | +76.3% | +174.4% | +171.7% |
| 5Y | -6.6% | +344.6% | -351.2% | -32.5% |
| All | +4.4% | +497.3% | -492.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling