+272.1%
C vs CDE
+826.1%
-554.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | +2.6% | -2.0% | +4.5% | +2.8% |
| 30D | +1.9% | +15.7% | -13.8% | +0.3% |
| 3M | +2.8% | +30.5% | -27.7% | -0.4% |
| 6M | +30.6% | -7.4% | +37.9% | +29.7% |
| YTD | +19.9% | +17.9% | +2.0% | +16.1% |
| 1Y | +44.6% | +46.7% | -2.1% | +36.3% |
| All | +272.1% | +826.1% | -554.0% | +184.4% |
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