+216.1%
C vs CDE
+578.5%
-362.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.4% |
| 7D | +4.7% | -2.3% | +7.0% | +4.9% |
| 30D | +0.2% | -12.1% | +12.2% | +1.3% |
| 3M | -9.3% | -23.9% | +14.6% | -7.2% |
| 6M | -0.8% | -29.0% | +28.2% | +1.5% |
| YTD | +8.5% | -19.7% | +28.2% | +8.8% |
| 1Y | +23.1% | -8.4% | +31.5% | +21.8% |
| All | +216.1% | +578.5% | -362.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 3y: compounded portfolio wealth divided by compounded CDE 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…
3y analysis · Full analysis span regression · 6 months rolling