+189.0%
CDE vs RBA
+39.4%
+149.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | -0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +9.5% | -2.9% | +12.4% | +10.5% |
| 3M | +25.5% | -20.9% | +46.4% | +35.1% |
| 6M | -7.9% | -17.7% | +9.8% | -2.5% |
| YTD | +15.6% | -18.2% | +33.7% | +22.9% |
| 1Y | +34.0% | -29.1% | +63.1% | +50.4% |
| 3Y | +791.9% | +29.5% | +762.4% | +716.8% |
| All | +189.0% | +39.4% | +149.6% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling