+1,163.5%
C vs CDE
-89.5%
+1,253.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | +0.1% | +21.9% | -21.8% | -1.7% |
| 3M | +2.4% | +14.9% | -12.5% | +0.8% |
| 6M | +24.9% | -10.5% | +35.4% | +24.9% |
| YTD | +19.8% | +19.3% | +0.5% | +16.6% |
| 1Y | +44.9% | +50.8% | -5.9% | +37.6% |
| 3Y | +263.0% | +782.3% | -519.3% | +191.0% |
| 5Y | +129.5% | +191.7% | -62.2% | +94.5% |
| 10Y | +291.6% | +57.6% | +234.0% | +219.9% |
| All | +1,163.5% | -89.5% | +1,253.0% | +854.8% |
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 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