+50.8%
CDE vs A
+21.7%
+29.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +0.5% | -1.9% | +2.5% | +1.3% |
| 30D | +21.9% | +6.9% | +14.9% | +19.7% |
| 3M | +14.9% | +9.2% | +5.7% | +12.1% |
| 6M | -10.5% | +25.7% | -36.2% | -16.7% |
| YTD | +19.3% | +11.5% | +7.7% | +13.3% |
| 1Y | +50.8% | +18.4% | +32.4% | +44.8% |
| All | +50.8% | +21.7% | +29.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling