-33.5%
RDDT vs CFG
+40.4%
-73.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.0% | +1.5% | -0.6% | +0.3% |
| 30D | -0.5% | -3.8% | +3.3% | +1.2% |
| 3M | -16.0% | +11.5% | -27.5% | -19.7% |
| 6M | +4.9% | +19.2% | -14.3% | -4.1% |
| YTD | -32.8% | +23.7% | -56.5% | -40.7% |
| 1Y | -33.5% | +38.8% | -72.3% | -47.3% |
| All | -33.5% | +40.4% | -73.9% | -47.3% |
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