+56.1%
CDE vs ROP
+135.6%
-79.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -4.6% | +1.5% | -1.1% |
| 30D | +9.5% | -1.7% | +11.2% | +10.3% |
| 3M | +25.5% | +17.1% | +8.4% | +15.4% |
| 6M | -7.9% | +10.9% | -18.8% | -14.0% |
| YTD | +15.6% | -12.1% | +27.6% | +20.4% |
| 1Y | +34.0% | -24.2% | +58.3% | +50.4% |
| 3Y | +791.9% | -20.4% | +812.3% | +874.1% |
| 5Y | +197.7% | -15.4% | +213.1% | +209.2% |
| All | +56.1% | +135.6% | -79.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling