+109.5%
RDDT vs CSGP
-68.9%
+178.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | +3.7% | -7.1% | +10.8% | +6.6% |
| 30D | -33.9% | +3.6% | -37.6% | -36.4% |
| 3M | -32.4% | -2.7% | -29.6% | -33.5% |
| 6M | -33.8% | -8.0% | -25.7% | -33.7% |
| YTD | -54.0% | -55.0% | +0.9% | -33.6% |
| 1Y | -49.3% | -55.8% | +6.5% | -26.0% |
| All | +109.5% | -68.9% | +178.4% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling