+791.9%
CDE vs RNG
+119.8%
+672.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.1% | -6.1% | +3.0% | -2.0% |
| 30D | +9.5% | +9.6% | -0.1% | +7.5% |
| 3M | +25.5% | +83.3% | -57.8% | +10.5% |
| 6M | -7.9% | +77.9% | -85.8% | -19.8% |
| YTD | +15.6% | +139.9% | -124.4% | -9.3% |
| 1Y | +34.0% | +121.7% | -87.6% | +7.0% |
| 3Y | +791.9% | +121.9% | +670.0% | +614.7% |
| All | +791.9% | +119.8% | +672.2% | +614.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling