+189.0%
CDE vs RIG
+59.7%
+129.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | +9.5% | -0.5% | +10.0% | +9.6% |
| 3M | +25.5% | -6.0% | +31.5% | +27.2% |
| 6M | -7.9% | -10.1% | +2.2% | -6.8% |
| YTD | +15.6% | +37.3% | -21.7% | +2.0% |
| 1Y | +34.0% | +73.9% | -39.9% | +8.1% |
| 3Y | +791.9% | -30.2% | +822.1% | +805.3% |
| All | +189.0% | +59.7% | +129.2% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 5y: compounded portfolio wealth divided by compounded RIG 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…
5y analysis · Full analysis span regression · 6 months rolling