+99.7%
CDE vs RBA
+45.7%
+53.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.6% |
| 7D | -9.6% | +1.7% | -11.4% | -10.2% |
| 30D | -6.7% | +8.3% | -15.0% | -9.7% |
| 3M | -24.2% | +10.5% | -34.8% | -27.4% |
| 6M | -29.1% | -5.9% | -23.2% | -28.8% |
| YTD | -21.5% | -6.9% | -14.6% | -20.6% |
| 1Y | -7.4% | -4.9% | -2.5% | -7.1% |
| 3Y | +596.3% | +64.5% | +531.8% | +488.2% |
| All | +99.7% | +45.7% | +53.9% | +98.4% |
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