-22.9%
RDW vs CVE
+420.0%
-442.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.9% |
| 7D | +29.7% | +4.6% | +25.1% | +27.8% |
| 30D | -12.3% | -12.0% | -0.3% | -8.8% |
| 3M | -40.5% | -3.8% | -36.7% | -40.0% |
| 6M | -30.5% | -2.7% | -27.8% | -30.8% |
| YTD | +5.7% | +73.6% | -67.9% | -14.3% |
| 1Y | +34.5% | +62.0% | -27.5% | +11.6% |
| 3Y | +229.1% | +72.7% | +156.4% | +159.8% |
| 5Y | -28.6% | +153.9% | -182.6% | -46.3% |
| All | -22.9% | +420.0% | -442.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling