+95.2%
RDDT vs CMS
+30.9%
+64.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.2% |
| 7D | +3.5% | +1.7% | +1.8% | +4.5% |
| 30D | -33.7% | +6.2% | -39.9% | -31.4% |
| 3M | -37.7% | +0.6% | -38.4% | -37.5% |
| 6M | -36.1% | -1.8% | -34.4% | -36.4% |
| YTD | -57.2% | +3.8% | -61.0% | -55.8% |
| 1Y | -48.0% | -1.8% | -46.3% | -48.0% |
| All | +95.2% | +30.9% | +64.3% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling