+212.8%
RDDT vs CAH
+117.2%
+95.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +2.1% | -5.1% | +7.2% | +2.4% |
| 30D | +2.8% | +0.2% | +2.6% | +2.8% |
| 3M | -8.9% | +6.3% | -15.2% | -9.0% |
| 6M | +15.1% | +9.4% | +5.7% | +14.4% |
| YTD | -31.4% | +15.0% | -46.3% | -31.3% |
| 1Y | -39.4% | +55.4% | -94.9% | -37.8% |
| All | +212.8% | +117.2% | +95.6% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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