+149.9%
CDE vs ROIV
+232.7%
-82.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +21.9% | +1.0% | +20.9% | +21.6% |
| 3M | +14.9% | +18.3% | -3.4% | +11.5% |
| 6M | -10.5% | +18.3% | -28.8% | -13.3% |
| YTD | +19.3% | +61.0% | -41.7% | +9.6% |
| 1Y | +50.8% | +177.9% | -127.1% | +27.3% |
| 3Y | +782.3% | +199.1% | +583.3% | +624.9% |
| 5Y | +191.7% | +250.7% | -59.0% | +106.3% |
| All | +149.9% | +232.7% | -82.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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