+56.1%
CDE vs RCL
+346.0%
-289.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | +9.5% | -15.5% | +25.0% | +14.4% |
| 3M | +25.5% | -9.7% | +35.1% | +28.6% |
| 6M | -7.9% | -8.7% | +0.8% | -5.9% |
| YTD | +15.6% | -5.8% | +21.3% | +16.2% |
| 1Y | +34.0% | -24.5% | +58.5% | +41.8% |
| 3Y | +791.9% | +173.9% | +618.0% | +568.9% |
| 5Y | +197.7% | +228.0% | -30.2% | +101.1% |
| All | +56.1% | +346.0% | -289.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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