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  • CDE vs RL✓SelectedUSD · RLCDE vs RL performance historyLatest closeAs of+1.18%09/11
Stock and ETF performance explorer

CDE vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
RL return
+311.3%
Excess return
-255.2%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
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