+190.3%
RDDT vs CSGP
-69.6%
+259.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.8% |
| 7D | -7.4% | -5.4% | -2.0% | -4.9% |
| 30D | -7.7% | -6.0% | -1.7% | -5.7% |
| 3M | -17.8% | -12.8% | -5.0% | -13.3% |
| 6M | +5.5% | -38.9% | +44.4% | +33.7% |
| YTD | -36.3% | -56.0% | +19.7% | -5.0% |
| 1Y | -39.0% | -66.4% | +27.4% | +6.0% |
| All | +190.3% | -69.6% | +259.9% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling