-93.0%
CDE vs ROL
+9,850.6%
-9,943.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.0% |
| 7D | -9.6% | +3.0% | -12.6% | -10.4% |
| 30D | -6.7% | +19.8% | -26.4% | -11.6% |
| 3M | -24.2% | +7.9% | -32.1% | -26.3% |
| 6M | -29.1% | -25.6% | -3.5% | -23.7% |
| YTD | -21.5% | -34.1% | +12.6% | -12.4% |
| 1Y | -7.4% | -31.4% | +24.0% | +2.0% |
| 3Y | +596.3% | +4.7% | +591.6% | +574.2% |
| 5Y | +95.7% | +15.6% | +80.1% | +83.3% |
| 10Y | +53.0% | +220.6% | -167.7% | +7.5% |
| All | -93.0% | +9,850.6% | -9,943.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling