+810.1%
CDE vs RL
+198.9%
+611.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +3.2% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +15.7% | -17.5% | +33.2% | +26.4% |
| 3M | +30.5% | -14.0% | +44.5% | +39.4% |
| 6M | -7.4% | -2.0% | -5.4% | -7.8% |
| YTD | +17.9% | -4.6% | +22.5% | +18.3% |
| 1Y | +46.7% | +9.5% | +37.2% | +37.6% |
| All | +810.1% | +198.9% | +611.2% | +309.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling