+233.3%
RDW vs CVE
+75.4%
+157.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.1% |
| 7D | +3.6% | +2.0% | +1.6% | +2.6% |
| 30D | -18.4% | +13.2% | -31.6% | -23.7% |
| 3M | -32.1% | +21.7% | -53.8% | -39.5% |
| 6M | +10.9% | +48.4% | -37.5% | -15.3% |
| YTD | +40.8% | +100.1% | -59.3% | -10.6% |
| 1Y | +31.1% | +107.8% | -76.7% | -19.1% |
| All | +233.3% | +75.4% | +157.9% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling