+100.2%
CDE vs RL
+243.2%
-142.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.5% |
| 7D | -2.3% | +2.4% | -4.6% | -3.3% |
| 30D | -12.1% | +4.6% | -16.6% | -14.0% |
| 3M | -23.9% | -1.1% | -22.8% | -23.9% |
| 6M | -29.0% | +16.5% | -45.6% | -35.0% |
| YTD | -19.7% | +11.4% | -31.1% | -25.2% |
| 1Y | -8.4% | +16.1% | -24.5% | -16.4% |
| 3Y | +578.5% | +252.6% | +325.9% | +239.9% |
| 5Y | +100.2% | +244.9% | -144.7% | -8.7% |
| All | +100.2% | +243.2% | -142.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling