+212.8%
RDDT vs CRS
+553.0%
-340.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +2.1% | -6.8% | +8.9% | +4.8% |
| 30D | +2.8% | -16.1% | +18.9% | +9.7% |
| 3M | -8.9% | -21.2% | +12.2% | -1.2% |
| 6M | +15.1% | +8.7% | +6.4% | +9.7% |
| YTD | -31.4% | +41.0% | -72.3% | -41.8% |
| 1Y | -39.4% | +82.7% | -122.1% | -55.0% |
| All | +212.8% | +553.0% | -340.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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