-45.7%
RDDT vs CCL
+17.9%
-63.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.3% | -1.3% | +3.6% |
| 7D | -24.4% | +11.6% | -36.0% | -27.1% |
| 30D | -32.3% | +22.5% | -54.8% | -36.7% |
| 3M | -36.3% | +6.4% | -42.7% | -37.9% |
| 6M | -39.7% | +23.4% | -63.1% | -43.3% |
| YTD | -55.7% | +4.2% | -59.9% | -57.4% |
| 1Y | -45.7% | +21.9% | -67.6% | -50.8% |
| All | -45.7% | +17.9% | -63.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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