+130.6%
CAT vs RDDT
+228.6%
-98.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | +1.0% | +0.8% | +1.6% |
| 30D | -6.6% | -0.5% | -6.0% | -6.7% |
| 3M | -13.3% | -16.0% | +2.7% | -12.9% |
| 6M | +11.6% | +4.9% | +6.7% | +10.2% |
| YTD | +42.9% | -32.8% | +75.8% | +44.7% |
| 1Y | +95.4% | -33.5% | +128.9% | +97.1% |
| All | +130.6% | +228.6% | -98.0% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling