-70.8%
CDE vs RSG
+2,015.5%
-2,086.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +9.5% | +4.0% | +5.5% | +8.1% |
| 3M | +25.5% | +7.4% | +18.1% | +22.0% |
| 6M | -7.9% | +0.1% | -8.0% | -9.0% |
| YTD | +15.6% | +6.0% | +9.5% | +12.1% |
| 1Y | +34.0% | -3.0% | +37.0% | +33.6% |
| 3Y | +791.9% | +56.5% | +735.4% | +657.0% |
| 5Y | +197.7% | +90.9% | +106.8% | +136.0% |
| 10Y | +55.0% | +428.7% | -373.7% | -9.5% |
| All | -70.8% | +2,015.5% | -2,086.4% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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