-89.4%
CDE vs ADP
+11,097.1%
-11,186.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | +0.5% | -3.4% | +4.0% | +1.5% |
| 30D | +21.9% | +2.8% | +19.1% | +20.9% |
| 3M | +14.9% | +20.9% | -6.0% | +8.4% |
| 6M | -10.5% | +29.9% | -40.4% | -18.0% |
| YTD | +19.3% | +9.6% | +9.6% | +14.6% |
| 1Y | +50.8% | -5.3% | +56.1% | +50.7% |
| 3Y | +782.3% | +16.5% | +765.8% | +728.7% |
| 5Y | +191.7% | +49.4% | +142.3% | +157.4% |
| 10Y | +57.6% | +282.2% | -224.6% | +11.0% |
| All | -89.4% | +11,097.1% | -11,186.5% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling