+208.0%
RDDT vs CLF
-44.6%
+252.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.2% | +6.5% |
| 7D | -0.4% | -3.7% | +3.2% | +0.3% |
| 30D | -0.5% | -4.7% | +4.1% | +0.3% |
| 3M | -9.8% | -4.7% | -5.1% | -9.6% |
| 6M | +15.8% | +24.0% | -8.2% | +9.1% |
| YTD | -32.4% | -10.9% | -21.5% | -33.0% |
| 1Y | -40.0% | +4.0% | -44.1% | -43.4% |
| All | +208.0% | -44.6% | +252.6% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling