+206.2%
RDDT vs CMS
+26.3%
+179.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.1% |
| 7D | +1.0% | +0.4% | +0.6% | +1.1% |
| 30D | -0.5% | -3.6% | +3.1% | -2.6% |
| 3M | -16.0% | -1.9% | -14.1% | -16.6% |
| 6M | +4.9% | -11.0% | +15.8% | -1.0% |
| YTD | -32.8% | +0.2% | -33.0% | -32.1% |
| 1Y | -33.5% | -1.3% | -32.1% | -33.0% |
| All | +206.2% | +26.3% | +179.9% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling