+190.3%
RDDT vs CEG
+68.1%
+122.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.4% |
| 7D | -7.4% | +1.3% | -8.7% | -7.9% |
| 30D | -7.7% | +8.8% | -16.6% | -10.4% |
| 3M | -17.8% | +17.0% | -34.8% | -22.5% |
| 6M | +5.5% | -8.7% | +14.2% | +6.9% |
| YTD | -36.3% | -16.4% | -19.9% | -33.8% |
| 1Y | -39.0% | -1.8% | -37.3% | -41.6% |
| All | +190.3% | +68.1% | +122.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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