-38.5%
CBRS vs RDDT
-0.3%
-38.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -3.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -18.5% | -0.5% | -18.0% | -19.8% |
| 3M | -19.4% | -9.8% | -9.6% | -21.9% |
| All | -38.5% | -0.3% | -38.2% | -40.0% |
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 · Available span rolling