-45.7%
RDDT vs CLF
+12.5%
-58.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.2% | +15.2% | +7.1% |
| 7D | -24.4% | -7.9% | -16.5% | -23.7% |
| 30D | -32.3% | +5.2% | -37.5% | -33.3% |
| 3M | -36.3% | +4.3% | -40.6% | -37.5% |
| 6M | -39.7% | +25.3% | -65.0% | -42.9% |
| YTD | -55.7% | -3.3% | -52.4% | -58.6% |
| 1Y | -45.7% | +20.2% | -66.0% | -54.8% |
| All | -45.7% | +12.5% | -58.3% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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