+212.8%
RDDT vs CLF
-43.6%
+256.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.2% |
| 7D | +2.1% | -3.5% | +5.7% | +2.9% |
| 30D | +2.8% | -1.6% | +4.4% | +3.0% |
| 3M | -8.9% | -12.0% | +3.1% | -7.0% |
| 6M | +15.1% | +30.0% | -14.9% | +7.3% |
| YTD | -31.4% | -9.2% | -22.2% | -32.2% |
| 1Y | -39.4% | +2.3% | -41.7% | -42.6% |
| All | +212.8% | -43.6% | +256.4% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling