+206.2%
RDDT vs CSGP
-68.2%
+274.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.2% |
| 7D | +1.0% | -4.1% | +5.0% | +2.8% |
| 30D | -0.5% | +2.3% | -2.8% | -2.5% |
| 3M | -16.0% | -8.2% | -7.8% | -13.6% |
| 6M | +4.9% | -35.1% | +39.9% | +29.0% |
| YTD | -32.8% | -54.0% | +21.2% | -1.8% |
| 1Y | -33.5% | -65.3% | +31.9% | +14.1% |
| All | +206.2% | -68.2% | +274.4% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling