-33.5%
RDDT vs CME
+8.4%
-41.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.0% | -1.6% | +2.5% | +0.8% |
| 30D | -0.5% | +6.2% | -6.8% | -0.3% |
| 3M | -16.0% | +10.4% | -26.4% | -16.6% |
| 6M | +4.9% | -9.5% | +14.4% | +2.4% |
| YTD | -32.8% | +6.0% | -38.8% | -34.4% |
| 1Y | -33.5% | +9.3% | -42.7% | -35.1% |
| All | -33.5% | +8.4% | -41.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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