+50.8%
CDE vs RBA
-26.5%
+77.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.5% |
| 30D | +21.9% | -12.3% | +34.2% | +27.6% |
| 3M | +14.9% | -20.5% | +35.5% | +20.7% |
| 6M | -10.5% | -18.5% | +8.0% | -7.8% |
| YTD | +19.3% | -18.2% | +37.5% | +25.3% |
| 1Y | +50.8% | -27.5% | +78.3% | +57.5% |
| All | +50.8% | -26.5% | +77.4% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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