-91.7%
CDE vs RCL
+5,601.3%
-5,693.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -9.6% | -1.2% | -8.4% | -9.4% |
| 30D | -6.7% | +17.8% | -24.5% | -9.9% |
| 3M | -24.2% | +4.9% | -29.2% | -25.2% |
| 6M | -29.1% | +23.7% | -52.8% | -32.4% |
| YTD | -21.5% | +17.8% | -39.3% | -24.9% |
| 1Y | -7.4% | +28.9% | -36.3% | -13.1% |
| 3Y | +596.3% | +241.9% | +354.4% | +426.8% |
| 5Y | +95.7% | +295.4% | -199.7% | +37.0% |
| 10Y | +53.0% | +344.1% | -291.2% | -7.9% |
| All | -91.7% | +5,601.3% | -5,693.0% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling