+5.6%
CDE vs ROL
-34.1%
+39.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +6.0% | +8.4% |
| 7D | +1.1% | +14.6% | -13.5% | -0.1% |
| 30D | -14.5% | +29.3% | -43.8% | -17.4% |
| 3M | -10.1% | +2.0% | -12.1% | -8.9% |
| 6M | -16.9% | -28.5% | +11.7% | -4.7% |
| YTD | -18.1% | -35.3% | +17.2% | +3.6% |
| 1Y | +5.6% | -34.7% | +40.3% | +32.5% |
| All | +5.6% | -34.1% | +39.8% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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