+52.1%
CDE vs RCAT
-100.0%
+152.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.2% |
| 7D | -9.6% | -5.9% | -3.7% | -9.6% |
| 30D | -6.7% | -19.7% | +13.0% | -6.6% |
| 3M | -24.2% | -62.9% | +38.6% | -24.0% |
| 6M | -29.1% | -59.6% | +30.5% | -28.9% |
| YTD | -21.5% | -52.1% | +30.6% | -21.3% |
| 1Y | -7.4% | -50.9% | +43.5% | -7.2% |
| 3Y | +596.3% | +333.8% | +262.5% | +593.1% |
| 5Y | +95.7% | +40.7% | +55.0% | +95.0% |
| 10Y | +53.0% | -99.8% | +152.7% | +49.3% |
| All | +52.1% | -100.0% | +152.1% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling