+25,808.1%
CAT vs CDE
-89.5%
+25,897.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -6.6% | +21.9% | -28.4% | -8.5% |
| 3M | -13.3% | +14.9% | -28.2% | -14.8% |
| 6M | +11.6% | -10.5% | +22.1% | +11.9% |
| YTD | +42.9% | +19.3% | +23.7% | +39.0% |
| 1Y | +95.4% | +50.8% | +44.6% | +85.1% |
| 3Y | +196.6% | +782.3% | -585.7% | +131.9% |
| 5Y | +321.7% | +191.7% | +130.0% | +251.5% |
| 10Y | +1,140.8% | +57.6% | +1,083.2% | +895.0% |
| All | +25,808.1% | -89.5% | +25,897.6% | +18,810.3% |
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