+208.0%
RDDT vs CVS
+33.6%
+174.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | -0.4% | -2.0% | +1.5% | -0.4% |
| 30D | -0.5% | +1.9% | -2.5% | -0.5% |
| 3M | -9.8% | -2.2% | -7.6% | -9.6% |
| 6M | +15.8% | +26.7% | -10.9% | +16.2% |
| YTD | -32.4% | +22.9% | -55.3% | -31.9% |
| 1Y | -40.0% | +32.9% | -72.9% | -39.4% |
| All | +208.0% | +33.6% | +174.4% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling