+51.6%
CDE vs ACWI
+224.5%
-172.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -1.8% |
| 7D | -9.6% | +2.4% | -12.1% | -12.9% |
| 30D | -6.7% | -1.7% | -5.0% | -3.9% |
| 3M | -24.2% | -3.9% | -20.3% | -18.6% |
| 6M | -29.1% | +0.8% | -29.9% | -27.9% |
| YTD | -21.5% | +11.0% | -32.5% | -29.4% |
| 1Y | -7.4% | +13.1% | -20.5% | -18.6% |
| 3Y | +596.3% | +73.9% | +522.4% | +249.7% |
| 5Y | +95.7% | +59.0% | +36.7% | +12.8% |
| All | +51.6% | +224.5% | -172.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling