+810.1%
CDE vs ROL
-1.5%
+811.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | +15.7% | -7.2% | +22.9% | +18.3% |
| 3M | +30.5% | -27.0% | +57.5% | +43.9% |
| 6M | -7.4% | -39.5% | +32.1% | +10.1% |
| YTD | +17.9% | -41.8% | +59.7% | +42.9% |
| 1Y | +46.7% | -38.9% | +85.6% | +73.6% |
| All | +810.1% | -1.5% | +811.6% | +732.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling