-83.8%
CDE vs RL
+1,366.2%
-1,450.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +21.9% | -7.8% | +29.6% | +24.0% |
| 3M | +14.9% | -4.0% | +18.9% | +15.8% |
| 6M | -10.5% | -1.9% | -8.6% | -10.4% |
| YTD | +19.3% | -0.2% | +19.4% | +18.7% |
| 1Y | +50.8% | +10.7% | +40.1% | +46.2% |
| 3Y | +782.3% | +210.8% | +571.6% | +559.2% |
| 5Y | +191.7% | +238.2% | -46.5% | +110.8% |
| 10Y | +57.6% | +313.4% | -255.7% | +1.9% |
| All | -83.8% | +1,366.2% | -1,450.0% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling