+56.1%
CDE vs ADP
+283.8%
-227.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.0% |
| 7D | -3.1% | -3.4% | +0.3% | -1.7% |
| 30D | +9.5% | -0.4% | +9.9% | +9.6% |
| 3M | +25.5% | +19.7% | +5.8% | +14.7% |
| 6M | -7.9% | +27.9% | -35.8% | -19.6% |
| YTD | +15.6% | +5.9% | +9.6% | +10.5% |
| 1Y | +34.0% | -7.5% | +41.5% | +36.8% |
| 3Y | +791.9% | +15.4% | +776.5% | +702.9% |
| 5Y | +197.7% | +48.4% | +149.3% | +137.8% |
| All | +56.1% | +283.8% | -227.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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