-45.7%
RDDT vs CDW
+13.2%
-58.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +12.7% | -6.7% | +1.5% |
| 7D | -24.4% | +3.7% | -28.1% | -24.7% |
| 30D | -32.3% | +26.0% | -58.3% | -36.0% |
| 3M | -36.3% | +10.1% | -46.4% | -38.1% |
| 6M | -39.7% | +26.1% | -65.8% | -44.5% |
| YTD | -55.7% | +25.9% | -81.5% | -57.5% |
| 1Y | -45.7% | +21.5% | -67.3% | -46.1% |
| All | -45.7% | +13.2% | -58.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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