+34.0%
CDE vs RL
+8.8%
+25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -3.1% | -3.4% | +0.3% | -1.6% |
| 30D | +9.5% | -14.4% | +23.9% | +17.7% |
| 3M | +25.5% | -13.6% | +39.1% | +33.8% |
| 6M | -7.9% | +0.6% | -8.5% | -10.6% |
| YTD | +15.6% | -3.6% | +19.2% | +12.4% |
| 1Y | +34.0% | +8.3% | +25.7% | +18.5% |
| All | +34.0% | +8.8% | +25.3% | +18.5% |
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