-89.5%
CDE vs ROST
+68,667.6%
-68,757.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | -2.0% | -2.2% | +0.3% | -1.6% |
| 30D | +15.7% | -11.4% | +27.1% | +17.8% |
| 3M | +30.5% | -1.6% | +32.1% | +30.5% |
| 6M | -7.4% | +6.8% | -14.2% | -8.6% |
| YTD | +17.9% | +25.8% | -7.9% | +13.3% |
| 1Y | +46.7% | +52.4% | -5.7% | +36.6% |
| 3Y | +851.3% | +94.4% | +756.9% | +753.7% |
| 5Y | +202.9% | +108.2% | +94.7% | +166.5% |
| 10Y | +58.2% | +308.5% | -250.3% | +25.9% |
| All | -89.5% | +68,667.6% | -68,757.1% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling