-45.7%
RDDT vs CLS
-28.7%
-17.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.1% | +15.0% | +7.7% |
| 7D | -24.4% | -21.1% | -3.2% | -20.7% |
| 30D | -32.3% | -38.2% | +6.0% | -26.1% |
| 3M | -36.3% | -36.3% | 0.0% | -31.2% |
| 6M | -39.7% | -43.8% | +4.1% | -34.3% |
| YTD | -55.7% | -20.0% | -35.6% | -56.2% |
| 1Y | -45.7% | -29.6% | -16.1% | -44.6% |
| All | -45.7% | -28.7% | -17.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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