-89.8%
CDE vs AA
+281.9%
-371.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -1.1% |
| 7D | -6.1% | -5.4% | -0.7% | -3.9% |
| 30D | +9.5% | -10.7% | +20.2% | +14.6% |
| 3M | +32.0% | -26.2% | +58.2% | +49.4% |
| 6M | -12.8% | -20.9% | +8.1% | -5.0% |
| YTD | +14.2% | -8.6% | +22.8% | +17.1% |
| 1Y | +36.3% | +57.4% | -21.1% | +11.0% |
| 3Y | +821.4% | +77.8% | +743.6% | +594.8% |
| 5Y | +194.3% | +2.7% | +191.6% | +156.6% |
| 10Y | +53.2% | +121.2% | -68.0% | -21.9% |
| All | -89.8% | +281.9% | -371.8% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling