+5.6%
CDE vs RL
+34.3%
-28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.5% | +4.2% | +6.7% |
| 7D | +1.1% | +5.8% | -4.7% | -1.3% |
| 30D | -14.5% | +12.7% | -27.2% | -18.8% |
| 3M | -10.1% | +9.3% | -19.4% | -13.7% |
| 6M | -16.9% | +16.9% | -33.8% | -23.0% |
| YTD | -18.1% | +17.5% | -35.6% | -27.4% |
| 1Y | +5.6% | +34.6% | -29.0% | -16.6% |
| All | +5.6% | +34.3% | -28.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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