-7.4%
CDE vs RCL
+25.0%
-32.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -9.6% | -1.2% | -8.4% | -9.1% |
| 30D | -6.7% | +17.8% | -24.5% | -12.1% |
| 3M | -24.2% | +4.9% | -29.2% | -25.3% |
| 6M | -29.1% | +23.7% | -52.8% | -34.6% |
| YTD | -21.5% | +17.8% | -39.3% | -26.0% |
| 1Y | -7.4% | +28.9% | -36.3% | -16.4% |
| All | -7.4% | +25.0% | -32.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling