-89.7%
CDE vs RRC
+1,198.8%
-1,288.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +18.8% | +9.4% | +9.4% | +16.9% |
| 3M | +23.5% | +7.4% | +16.1% | +21.5% |
| 6M | -8.6% | +1.5% | -10.1% | -9.6% |
| YTD | +16.0% | +19.4% | -3.4% | +11.3% |
| 1Y | +42.1% | +24.2% | +17.8% | +34.9% |
| 3Y | +835.9% | +32.8% | +803.1% | +774.8% |
| 5Y | +197.6% | +152.9% | +44.7% | +141.8% |
| 10Y | +39.6% | +3.9% | +35.7% | +14.1% |
| All | -89.7% | +1,198.8% | -1,288.4% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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