+607.9%
CDE vs RUN
-32.6%
+640.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | +15.7% | -10.8% | +26.5% | +18.5% |
| 3M | +30.5% | -30.2% | +60.7% | +39.9% |
| 6M | -7.4% | -22.3% | +14.9% | -3.0% |
| YTD | +17.9% | -52.2% | +70.1% | +33.0% |
| 1Y | +46.7% | -45.1% | +91.8% | +59.7% |
| 3Y | +851.3% | -37.1% | +888.4% | +736.0% |
| 5Y | +202.9% | -80.3% | +283.2% | +203.8% |
| 10Y | +58.2% | +45.2% | +13.0% | +2.5% |
| All | +607.9% | -32.6% | +640.5% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling