-39.4%
RDDT vs CFG
+40.1%
-79.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.0% |
| 7D | +2.1% | -0.4% | +2.6% | +2.4% |
| 30D | +2.8% | -4.6% | +7.5% | +5.1% |
| 3M | -8.9% | +6.7% | -15.6% | -11.3% |
| 6M | +15.1% | +22.1% | -7.1% | +3.7% |
| YTD | -31.4% | +23.2% | -54.5% | -39.7% |
| 1Y | -39.4% | +40.3% | -79.7% | -52.9% |
| All | -39.4% | +40.1% | -79.6% | -52.9% |
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