+208.0%
RDDT vs CLS
+618.7%
-410.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.8% |
| 7D | -0.4% | +5.0% | -5.4% | -2.1% |
| 30D | -0.5% | +4.8% | -5.3% | -3.1% |
| 3M | -9.8% | -10.4% | +0.6% | -8.6% |
| 6M | +15.8% | +20.8% | -5.0% | +2.8% |
| YTD | -32.4% | +10.0% | -42.4% | -39.4% |
| 1Y | -40.0% | +28.5% | -68.6% | -50.8% |
| All | +208.0% | +618.7% | -410.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling