+212.8%
RDDT vs CNC
-14.0%
+226.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +2.1% | -0.9% | +3.1% | +2.2% |
| 30D | +2.8% | -1.0% | +3.8% | +2.9% |
| 3M | -8.9% | +4.5% | -13.5% | -9.0% |
| 6M | +15.1% | +85.2% | -70.2% | +13.7% |
| YTD | -31.4% | +61.4% | -92.8% | -31.7% |
| 1Y | -39.4% | +94.9% | -134.3% | -39.3% |
| All | +212.8% | -14.0% | +226.8% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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