+5.6%
CDE vs RNG
+179.4%
-173.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +9.0% | +8.7% |
| 7D | +1.1% | -9.6% | +10.7% | +1.7% |
| 30D | -14.5% | -1.4% | -13.1% | -14.4% |
| 3M | -10.1% | +28.8% | -38.8% | -11.0% |
| 6M | -16.9% | +65.6% | -82.5% | -18.5% |
| YTD | -18.1% | +171.4% | -189.5% | -27.1% |
| 1Y | +5.6% | +185.3% | -179.7% | -7.3% |
| All | +5.6% | +179.4% | -173.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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