-89.7%
CDE vs ROL
+8,798.6%
-8,888.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | +2.3% | -3.4% | +5.7% | +3.3% |
| 30D | +18.8% | -6.9% | +25.7% | +21.1% |
| 3M | +23.5% | -24.6% | +48.1% | +33.2% |
| 6M | -8.6% | -39.5% | +30.9% | +4.9% |
| YTD | +16.0% | -41.1% | +57.1% | +34.3% |
| 1Y | +42.1% | -37.9% | +80.0% | +61.0% |
| 3Y | +835.9% | +0.8% | +835.1% | +818.6% |
| 5Y | +197.6% | -4.7% | +202.3% | +194.5% |
| 10Y | +39.6% | +207.9% | -168.3% | -0.1% |
| All | -89.7% | +8,798.6% | -8,888.2% | -94.3% |
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