+56.1%
CDE vs RCAT
-98.5%
+154.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -3.1% | -4.9% | +1.8% | -3.1% |
| 30D | +9.5% | -22.9% | +32.3% | +9.7% |
| 3M | +25.5% | -33.7% | +59.2% | +25.9% |
| 6M | -7.9% | -50.7% | +42.8% | -7.4% |
| YTD | +15.6% | +0.4% | +15.2% | +15.5% |
| 1Y | +34.0% | -27.6% | +61.7% | +34.2% |
| 3Y | +791.9% | +753.2% | +38.7% | +776.5% |
| 5Y | +197.7% | +183.3% | +14.5% | +193.2% |
| All | +56.1% | -98.5% | +154.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling