+133.0%
CAT vs RDDT
+217.8%
-84.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.2% |
| 7D | +5.6% | +3.3% | +2.3% | +5.4% |
| 30D | -2.3% | -7.6% | +5.3% | -2.1% |
| 3M | -10.0% | -12.7% | +2.7% | -9.9% |
| 6M | +21.2% | +7.2% | +14.1% | +19.5% |
| YTD | +44.4% | -35.0% | +79.5% | +46.5% |
| 1Y | +96.3% | -35.0% | +131.3% | +98.2% |
| All | +133.0% | +217.8% | -84.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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