+34.0%
CDE vs ROP
-23.7%
+57.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -4.6% | +1.5% | -4.1% |
| 30D | +9.5% | -1.7% | +11.2% | +9.2% |
| 3M | +25.5% | +17.1% | +8.4% | +31.5% |
| 6M | -7.9% | +10.9% | -18.8% | -4.3% |
| YTD | +15.6% | -12.1% | +27.6% | +14.9% |
| 1Y | +34.0% | -24.2% | +58.3% | +27.2% |
| All | +34.0% | -23.7% | +57.8% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling