+208.0%
RDDT vs CMS
+24.8%
+183.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.7% |
| 7D | -0.4% | -1.3% | +0.9% | -1.1% |
| 30D | -0.5% | -2.8% | +2.2% | -2.1% |
| 3M | -9.8% | -7.1% | -2.7% | -13.3% |
| 6M | +15.8% | -10.0% | +25.9% | +10.1% |
| YTD | -32.4% | -0.9% | -31.5% | -32.1% |
| 1Y | -40.0% | -2.0% | -38.0% | -39.8% |
| All | +208.0% | +24.8% | +183.1% | +348.0% |
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