+810.1%
CDE vs RCL
+171.9%
+638.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | +15.7% | -15.7% | +31.4% | +23.3% |
| 3M | +30.5% | -8.0% | +38.5% | +34.1% |
| 6M | -7.4% | -10.1% | +2.7% | -4.4% |
| YTD | +17.9% | -5.9% | +23.8% | +18.7% |
| 1Y | +46.7% | -23.5% | +70.2% | +58.1% |
| All | +810.1% | +171.9% | +638.2% | +444.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling