+50.8%
CDE vs RL
+13.6%
+37.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.8% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | +21.9% | -7.8% | +29.6% | +25.9% |
| 3M | +14.9% | -4.0% | +18.9% | +16.3% |
| 6M | -10.5% | -1.9% | -8.6% | -11.7% |
| YTD | +19.3% | -0.2% | +19.4% | +14.5% |
| 1Y | +50.8% | +10.7% | +40.1% | +34.8% |
| All | +50.8% | +13.6% | +37.2% | +34.8% |
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