-45.7%
RDDT vs CME
+19.8%
-65.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +6.2% |
| 7D | -24.4% | +4.8% | -29.2% | -23.7% |
| 30D | -32.3% | +14.2% | -46.4% | -31.2% |
| 3M | -36.3% | +17.9% | -54.2% | -35.3% |
| 6M | -39.7% | +7.2% | -47.0% | -40.3% |
| YTD | -55.7% | +16.7% | -72.4% | -55.8% |
| 1Y | -45.7% | +19.6% | -65.3% | -45.3% |
| All | -45.7% | +19.8% | -65.5% | -45.3% |
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