+212.8%
RDDT vs CPAY
+32.8%
+180.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +2.1% | -2.0% | +4.1% | +3.4% |
| 30D | +2.8% | -0.4% | +3.2% | +3.1% |
| 3M | -8.9% | +16.4% | -25.3% | -16.5% |
| 6M | +15.1% | +23.5% | -8.5% | +1.5% |
| YTD | -31.4% | +35.7% | -67.0% | -44.0% |
| 1Y | -39.4% | +30.2% | -69.6% | -49.2% |
| All | +212.8% | +32.8% | +180.0% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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