-45.7%
RDDT vs CAG
-6.8%
-38.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.0% | 0.0% | +6.6% |
| 7D | -24.4% | +9.7% | -34.1% | -23.5% |
| 30D | -32.3% | +15.8% | -48.0% | -31.1% |
| 3M | -36.3% | +1.8% | -38.1% | -35.8% |
| 6M | -39.7% | +11.5% | -51.2% | -38.1% |
| YTD | -55.7% | -6.7% | -49.0% | -57.8% |
| 1Y | -45.7% | -5.6% | -40.1% | -49.4% |
| All | -45.7% | -6.8% | -38.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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