+212.8%
RDDT vs CTVA
+54.2%
+158.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +2.1% | -4.5% | +6.7% | +5.0% |
| 30D | +2.8% | +11.3% | -8.5% | -3.5% |
| 3M | -8.9% | +12.3% | -21.3% | -14.0% |
| 6M | +15.1% | +7.2% | +7.9% | +10.9% |
| YTD | -31.4% | +26.0% | -57.4% | -41.0% |
| 1Y | -39.4% | +16.0% | -55.5% | -45.2% |
| All | +212.8% | +54.2% | +158.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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