-52.2%
RDDT vs CAI
-17.6%
-34.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -21.6% | +13.7% | -1.0% |
| 7D | -27.6% | -28.0% | +0.4% | -19.6% |
| 30D | -37.0% | -5.2% | -31.8% | -35.6% |
| 3M | -39.6% | +58.2% | -97.8% | -49.3% |
| 6M | -45.3% | +37.4% | -82.7% | -52.3% |
| YTD | -59.2% | -3.5% | -55.7% | -59.6% |
| 1Y | -52.2% | -10.9% | -41.3% | -50.8% |
| All | -52.2% | -17.6% | -34.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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