-88.3%
CDE vs RBA
+4,075.0%
-4,163.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.6% |
| 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% | +471.2% |
| 5Y | +95.7% | +46.1% | +49.7% | +62.0% |
| 10Y | +53.0% | +208.2% | -155.3% | -8.3% |
| All | -88.3% | +4,075.0% | -4,163.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling