+196.2%
RDDT vs CDW
-40.6%
+236.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -2.2% |
| 7D | +3.3% | -3.9% | +7.1% | +4.1% |
| 30D | -7.6% | +6.9% | -14.5% | -9.1% |
| 3M | -12.7% | +7.7% | -20.4% | -14.7% |
| 6M | +7.2% | +18.3% | -11.2% | +1.7% |
| YTD | -35.0% | +7.8% | -42.8% | -37.1% |
| 1Y | -35.0% | -12.2% | -22.9% | -34.8% |
| All | +196.2% | -40.6% | +236.8% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling