+189.0%
CDE vs RUN
-81.0%
+269.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -3.1% | -3.7% | +0.6% | -2.4% |
| 30D | +9.5% | -13.0% | +22.5% | +12.8% |
| 3M | +25.5% | -31.8% | +57.3% | +35.3% |
| 6M | -7.9% | -32.2% | +24.3% | -0.6% |
| YTD | +15.6% | -53.5% | +69.0% | +31.3% |
| 1Y | +34.0% | -46.5% | +80.6% | +47.1% |
| 3Y | +791.9% | -37.6% | +829.5% | +680.9% |
| All | +189.0% | -81.0% | +269.9% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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