-89.7%
CDE vs RVTY
+2,356.0%
-2,445.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.1% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +18.8% | +10.8% | +8.0% | +16.0% |
| 3M | +23.5% | +26.8% | -3.3% | +16.4% |
| 6M | -8.6% | +39.3% | -48.0% | -15.9% |
| YTD | +16.0% | +31.6% | -15.6% | +8.3% |
| 1Y | +42.1% | +47.7% | -5.6% | +28.6% |
| 3Y | +835.9% | +19.9% | +816.0% | +785.1% |
| 5Y | +197.6% | -32.3% | +229.9% | +217.6% |
| 10Y | +39.6% | +138.4% | -98.9% | +14.6% |
| All | -89.7% | +2,356.0% | -2,445.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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