-45.7%
RDDT vs CVS
+5.1%
-50.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -12.5% | +18.5% | +6.2% |
| 7D | -24.4% | -11.1% | -13.3% | -24.3% |
| 30D | -32.3% | -7.4% | -24.8% | -32.3% |
| 3M | -36.3% | -22.9% | -13.4% | -35.8% |
| 6M | -39.7% | -1.2% | -38.5% | -38.6% |
| YTD | -55.7% | +3.9% | -59.5% | -53.5% |
| 1Y | -45.7% | +5.6% | -51.3% | -42.8% |
| All | -45.7% | +5.1% | -50.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling