+34.0%
CDE vs AA
+56.9%
-22.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.1% | -3.4% | +0.3% | -1.3% |
| 30D | +9.5% | -5.8% | +15.2% | +13.0% |
| 3M | +25.5% | -29.9% | +55.4% | +50.3% |
| 6M | -7.9% | -27.0% | +19.1% | +6.9% |
| YTD | +15.6% | -8.7% | +24.3% | +16.3% |
| 1Y | +34.0% | +50.6% | -16.6% | +6.2% |
| All | +34.0% | +56.9% | -22.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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