+190.3%
RDDT vs CFG
+116.9%
+73.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -7.4% | -0.6% | -6.8% | -7.0% |
| 30D | -7.7% | -4.5% | -3.2% | -4.8% |
| 3M | -17.8% | +6.3% | -24.1% | -21.1% |
| 6M | +5.5% | +20.6% | -15.1% | -7.5% |
| YTD | -36.3% | +21.2% | -57.5% | -45.0% |
| 1Y | -39.0% | +38.2% | -77.2% | -52.2% |
| All | +190.3% | +116.9% | +73.4% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling