-18.4%
CRM vs RDDT
+235.7%
-254.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | -4.4% | +2.1% | -6.6% | -4.7% |
| 30D | +28.1% | +2.8% | +25.3% | +27.2% |
| 3M | +48.8% | -8.9% | +57.8% | +48.8% |
| 6M | +28.3% | +15.1% | +13.2% | +24.1% |
| YTD | -6.0% | -31.4% | +25.4% | -4.0% |
| 1Y | +1.4% | -39.4% | +40.9% | +4.4% |
| All | -18.4% | +235.7% | -254.1% | -29.4% |
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