-26.4%
RDW vs CVE
+158.6%
-185.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +7.2% | +5.9% | +1.3% | +4.8% |
| 30D | -10.3% | -10.9% | +0.5% | -6.4% |
| 3M | -41.4% | -4.5% | -36.9% | -40.7% |
| 6M | -32.5% | -1.0% | -31.6% | -33.4% |
| YTD | +1.7% | +74.7% | -73.0% | -22.0% |
| 1Y | +39.0% | +65.8% | -26.8% | +8.8% |
| 3Y | +214.2% | +73.2% | +141.0% | +133.0% |
| All | -26.4% | +158.6% | -185.0% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling