+206.2%
RDDT vs CVE
+79.1%
+127.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +1.0% | +2.5% | -1.5% | 0.0% |
| 30D | -0.5% | +16.7% | -17.2% | -6.2% |
| 3M | -16.0% | +9.3% | -25.3% | -19.3% |
| 6M | +4.9% | +43.6% | -38.7% | -12.5% |
| YTD | -32.8% | +93.6% | -126.4% | -53.0% |
| 1Y | -33.5% | +98.8% | -132.2% | -54.5% |
| All | +206.2% | +79.1% | +127.1% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling