+203.8%
CDE vs ADP
+44.2%
+159.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -2.0% | -5.7% | +3.7% | +0.1% |
| 30D | +15.7% | -3.1% | +18.8% | +17.0% |
| 3M | +30.5% | +15.6% | +14.9% | +21.9% |
| 6M | -7.4% | +20.8% | -28.2% | -15.8% |
| YTD | +17.9% | +4.7% | +13.2% | +16.0% |
| 1Y | +46.7% | -8.3% | +55.0% | +55.7% |
| 3Y | +851.3% | +13.6% | +837.7% | +764.4% |
| All | +203.8% | +44.2% | +159.7% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling