+65.6%
CDE vs RNG
+302.4%
-236.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.0% |
| 7D | -6.1% | -9.6% | +3.5% | -4.1% |
| 30D | +9.5% | +8.8% | +0.7% | +7.3% |
| 3M | +32.0% | +78.6% | -46.6% | +14.9% |
| 6M | -12.8% | +70.3% | -83.1% | -24.6% |
| YTD | +14.2% | +140.3% | -126.1% | -10.4% |
| 1Y | +36.3% | +126.6% | -90.3% | +7.8% |
| 3Y | +821.4% | +120.2% | +701.2% | +609.7% |
| 5Y | +194.3% | -68.3% | +262.6% | +222.2% |
| 10Y | +53.2% | +220.6% | -167.4% | +10.5% |
| All | +65.6% | +302.4% | -236.8% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling