-86.2%
CDE vs ROP
+25,523.2%
-25,609.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.0% |
| 7D | +0.5% | -4.4% | +5.0% | +1.7% |
| 30D | +21.9% | +3.2% | +18.6% | +20.9% |
| 3M | +14.9% | +23.1% | -8.1% | +8.2% |
| 6M | -10.5% | +13.3% | -23.8% | -14.4% |
| YTD | +19.3% | -7.9% | +27.1% | +20.0% |
| 1Y | +50.8% | -22.1% | +72.9% | +58.2% |
| 3Y | +782.3% | -16.8% | +799.1% | +812.7% |
| 5Y | +191.7% | -13.5% | +205.2% | +197.6% |
| 10Y | +57.6% | +137.7% | -80.1% | +25.3% |
| All | -86.2% | +25,523.2% | -25,609.4% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling