+109.5%
RDDT vs CVE
+57.9%
+51.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.4% |
| 7D | +3.7% | +0.1% | +3.6% | +3.8% |
| 30D | -33.9% | -10.8% | -23.1% | -32.4% |
| 3M | -32.4% | -4.3% | -28.0% | -32.9% |
| 6M | -33.8% | -1.5% | -32.3% | -35.6% |
| YTD | -54.0% | +70.7% | -124.7% | -67.1% |
| 1Y | -49.3% | +58.1% | -107.4% | -62.1% |
| All | +109.5% | +57.9% | +51.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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