+791.9%
CDE vs ROST
+98.0%
+693.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.2% | +0.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +9.5% | -6.9% | +16.3% | +12.4% |
| 3M | +25.5% | -3.3% | +28.8% | +26.5% |
| 6M | -7.9% | +9.0% | -16.9% | -12.8% |
| YTD | +15.6% | +28.9% | -13.3% | +0.3% |
| 1Y | +34.0% | +54.0% | -19.9% | +5.1% |
| 3Y | +791.9% | +100.7% | +691.2% | +522.8% |
| All | +791.9% | +98.0% | +693.9% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling