+190.3%
RDDT vs CLS
+637.2%
-446.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -7.4% | +20.1% | -27.5% | -12.8% |
| 30D | -7.7% | +6.0% | -13.8% | -10.4% |
| 3M | -17.8% | -10.3% | -7.5% | -16.7% |
| 6M | +5.5% | +24.5% | -19.0% | -7.2% |
| YTD | -36.3% | +12.9% | -49.1% | -43.3% |
| 1Y | -39.0% | +36.7% | -75.7% | -51.1% |
| All | +190.3% | +637.2% | -446.9% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling