-89.1%
CDE vs RIG
-41.1%
-48.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +2.3% | -2.7% | +5.0% | +3.0% |
| 30D | +18.8% | +9.5% | +9.3% | +15.9% |
| 3M | +23.5% | -6.6% | +30.1% | +25.3% |
| 6M | -8.6% | -2.9% | -5.8% | -9.5% |
| YTD | +16.0% | +39.5% | -23.5% | +4.2% |
| 1Y | +42.1% | +82.3% | -40.2% | +17.3% |
| 3Y | +835.9% | -29.6% | +865.5% | +848.3% |
| 5Y | +197.6% | +63.2% | +134.4% | +123.1% |
| 10Y | +39.6% | -45.0% | +84.5% | -11.5% |
| All | -89.1% | -41.1% | -48.0% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling