+212.8%
RDDT vs CMI
+102.6%
+110.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.0% |
| 7D | +2.1% | -0.7% | +2.9% | +2.5% |
| 30D | +2.8% | -12.4% | +15.2% | +9.3% |
| 3M | -8.9% | -14.8% | +5.8% | -3.5% |
| 6M | +15.1% | +0.8% | +14.3% | +7.1% |
| YTD | -31.4% | +10.2% | -41.6% | -42.3% |
| 1Y | -39.4% | +37.4% | -76.9% | -58.3% |
| All | +212.8% | +102.6% | +110.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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