-10.0%
CRM vs RDDT
-48.8%
+38.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.8% | +1.3% |
| 7D | -6.2% | -24.4% | +18.2% | -3.0% |
| 30D | -1.2% | -32.3% | +31.1% | +3.9% |
| 3M | +19.1% | -36.3% | +55.4% | +25.8% |
| 6M | +23.0% | -39.7% | +62.7% | +29.1% |
| YTD | -13.7% | -55.7% | +42.0% | -5.9% |
| 1Y | -10.0% | -45.7% | +35.8% | -8.3% |
| All | -10.0% | -48.8% | +38.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling