-49.1%
CDE vs A
+442.2%
-491.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -2.0% |
| 7D | +2.3% | -2.1% | +4.3% | +2.9% |
| 30D | +18.8% | +0.6% | +18.2% | +18.8% |
| 3M | +23.5% | +10.9% | +12.6% | +20.2% |
| 6M | -8.6% | +28.2% | -36.8% | -14.8% |
| YTD | +16.0% | +8.6% | +7.4% | +12.9% |
| 1Y | +42.1% | +15.5% | +26.5% | +35.7% |
| 3Y | +835.9% | +31.8% | +804.1% | +766.7% |
| 5Y | +197.6% | -14.9% | +212.5% | +206.0% |
| 10Y | +39.6% | +237.8% | -198.2% | +5.0% |
| All | -49.1% | +442.2% | -491.3% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling