+189.0%
CDE vs RRX
+17.8%
+171.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +9.5% | -6.1% | +15.6% | +12.4% |
| 3M | +25.5% | -23.1% | +48.5% | +37.7% |
| 6M | -7.9% | -19.5% | +11.6% | -1.2% |
| YTD | +15.6% | +16.1% | -0.5% | +5.0% |
| 1Y | +34.0% | +12.9% | +21.1% | +22.9% |
| 3Y | +791.9% | +7.9% | +784.0% | +677.9% |
| All | +189.0% | +17.8% | +171.1% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling