+36.3%
CDE vs RBA
-30.1%
+66.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.8% |
| 7D | -6.1% | -3.3% | -2.8% | -5.0% |
| 30D | +9.5% | -9.8% | +19.3% | +13.4% |
| 3M | +32.0% | -23.5% | +55.5% | +40.5% |
| 6M | -12.8% | -21.5% | +8.7% | -8.6% |
| YTD | +14.2% | -21.2% | +35.4% | +21.3% |
| 1Y | +36.3% | -30.2% | +66.5% | +49.6% |
| All | +36.3% | -30.1% | +66.4% | +49.6% |
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