+189.0%
CDE vs ROST
+114.0%
+75.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 3M | +25.5% | -3.3% | +28.8% | +26.4% |
| 6M | -7.9% | +9.0% | -16.9% | -12.1% |
| YTD | +15.6% | +28.9% | -13.3% | +2.4% |
| 1Y | +34.0% | +54.0% | -19.9% | +9.6% |
| 3Y | +791.9% | +100.7% | +691.2% | +551.0% |
| All | +189.0% | +114.0% | +75.0% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling