-45.7%
RDDT vs CNP
+8.7%
-54.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.5% | +3.9% |
| 7D | -24.4% | -1.3% | -23.0% | -24.9% |
| 30D | -32.3% | +8.7% | -41.0% | -29.4% |
| 3M | -36.3% | -0.7% | -35.6% | -36.7% |
| 6M | -39.7% | -4.2% | -35.6% | -41.2% |
| YTD | -55.7% | +8.9% | -64.5% | -52.9% |
| 1Y | -45.7% | +8.3% | -54.1% | -42.2% |
| All | -45.7% | +8.7% | -54.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling