+1.4%
CRM vs RDDT
-39.5%
+40.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.7% |
| 7D | -4.4% | +2.1% | -6.6% | -4.8% |
| 30D | +28.1% | +2.8% | +25.3% | +26.9% |
| 3M | +48.8% | -8.9% | +57.8% | +48.5% |
| 6M | +28.3% | +15.1% | +13.2% | +21.1% |
| YTD | -6.0% | -31.4% | +25.4% | -3.0% |
| 1Y | +1.4% | -39.4% | +40.9% | +4.9% |
| All | +1.4% | -39.5% | +40.9% | +4.9% |
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