+5.6%
CDE vs RRX
+30.0%
-24.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.6% | +12.4% | +10.2% |
| 7D | +1.1% | +7.6% | -6.5% | -2.5% |
| 30D | -14.5% | +7.5% | -22.0% | -17.4% |
| 3M | -10.1% | -21.0% | +11.0% | -3.0% |
| 6M | -16.9% | -18.1% | +1.2% | -13.0% |
| YTD | -18.1% | +24.3% | -42.4% | -22.4% |
| 1Y | +5.6% | +29.3% | -23.7% | -2.4% |
| All | +5.6% | +30.0% | -24.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling