-45.7%
RDDT vs CFG
+34.2%
-80.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +4.7% |
| 7D | -24.4% | +1.8% | -26.1% | -24.7% |
| 30D | -32.3% | +3.3% | -35.6% | -33.0% |
| 3M | -36.3% | -9.8% | -26.5% | -33.4% |
| 6M | -39.7% | +5.2% | -44.9% | -40.4% |
| YTD | -55.7% | +16.1% | -71.8% | -59.4% |
| 1Y | -45.7% | +33.7% | -79.4% | -60.7% |
| All | -45.7% | +34.2% | -80.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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