-33.5%
RDDT vs CRL
+78.8%
-112.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | -0.5% | +10.7% | -11.2% | -3.4% |
| 3M | -16.0% | +55.3% | -71.3% | -27.0% |
| 6M | +4.9% | +60.7% | -55.8% | -10.7% |
| YTD | -32.8% | +44.6% | -77.4% | -43.0% |
| 1Y | -33.5% | +77.7% | -111.2% | -40.3% |
| All | -33.5% | +78.8% | -112.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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