+810.1%
CDE vs RBA
+26.3%
+783.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | +15.7% | -13.0% | +28.7% | +24.1% |
| 3M | +30.5% | -23.1% | +53.6% | +46.2% |
| 6M | -7.4% | -22.6% | +15.2% | +3.1% |
| YTD | +17.9% | -20.4% | +38.3% | +29.1% |
| 1Y | +46.7% | -29.6% | +76.3% | +73.0% |
| All | +810.1% | +26.3% | +783.8% | +648.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling