+189.0%
CDE vs RCAT
+182.3%
+6.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | +9.5% | -22.9% | +32.3% | +11.9% |
| 3M | +25.5% | -33.7% | +59.2% | +29.3% |
| 6M | -7.9% | -50.7% | +42.8% | -3.7% |
| YTD | +15.6% | +0.4% | +15.2% | +15.3% |
| 1Y | +34.0% | -27.6% | +61.7% | +35.2% |
| 3Y | +791.9% | +753.2% | +38.7% | +670.9% |
| All | +189.0% | +182.3% | +6.7% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling