-45.7%
RDDT vs CLBK
+65.7%
-111.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +6.1% |
| 7D | -24.4% | +4.6% | -29.0% | -23.8% |
| 30D | -32.3% | -1.5% | -30.8% | -31.8% |
| 3M | -36.3% | +4.4% | -40.7% | -35.5% |
| 6M | -39.7% | +31.7% | -71.4% | -37.5% |
| YTD | -55.7% | +58.7% | -114.4% | -53.7% |
| 1Y | -45.7% | +64.9% | -110.6% | -47.5% |
| All | -45.7% | +65.7% | -111.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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