+34.0%
CDE vs A
+18.0%
+16.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.2% |
| 7D | -3.1% | -2.6% | -0.5% | -2.1% |
| 30D | +9.5% | -0.9% | +10.4% | +10.1% |
| 3M | +25.5% | +13.6% | +11.9% | +21.3% |
| 6M | -7.9% | +27.8% | -35.7% | -14.2% |
| YTD | +15.6% | +8.6% | +6.9% | +10.7% |
| 1Y | +34.0% | +16.9% | +17.2% | +27.1% |
| All | +34.0% | +18.0% | +16.0% | +27.1% |
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