+56.1%
CDE vs RL
+311.3%
-255.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -3.1% | -3.4% | +0.3% | -2.1% |
| 30D | +9.5% | -14.4% | +23.9% | +14.8% |
| 3M | +25.5% | -13.6% | +39.1% | +30.9% |
| 6M | -7.9% | +0.6% | -8.5% | -8.6% |
| YTD | +15.6% | -3.6% | +19.2% | +15.9% |
| 1Y | +34.0% | +8.3% | +25.7% | +29.8% |
| 3Y | +791.9% | +204.8% | +587.1% | +531.8% |
| 5Y | +197.7% | +232.9% | -35.2% | +102.4% |
| All | +56.1% | +311.3% | -255.2% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling