+189.0%
CDE vs ROL
-5.1%
+194.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -3.1% | -3.2% | 0.0% | -1.9% |
| 30D | +9.5% | -4.9% | +14.4% | +11.4% |
| 3M | +25.5% | -25.8% | +51.3% | +40.4% |
| 6M | -7.9% | -37.6% | +29.7% | +10.9% |
| YTD | +15.6% | -41.5% | +57.0% | +43.2% |
| 1Y | +34.0% | -39.5% | +73.5% | +62.5% |
| 3Y | +791.9% | +0.1% | +791.8% | +734.7% |
| All | +189.0% | -5.1% | +194.1% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling