+1,044.0%
C vs CDE
-93.1%
+1,137.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +4.2% | -9.6% | +13.8% | +5.0% |
| 30D | +2.0% | -6.7% | +8.7% | +2.4% |
| 3M | -10.1% | -24.2% | +14.1% | -8.5% |
| 6M | +1.0% | -29.1% | +30.1% | +3.0% |
| YTD | +8.5% | -21.5% | +30.0% | +8.9% |
| 1Y | +25.7% | -7.4% | +33.1% | +24.5% |
| 3Y | +216.0% | +596.3% | -380.3% | +158.5% |
| 5Y | +112.3% | +95.7% | +16.6% | +85.6% |
| 10Y | +217.8% | +53.0% | +164.8% | +161.1% |
| All | +1,044.0% | -93.1% | +1,137.1% | +791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling