+56.1%
CDE vs AGI
+392.3%
-336.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | -3.1% | -2.7% | -0.4% | -0.6% |
| 30D | +9.5% | +7.2% | +2.2% | +2.8% |
| 3M | +25.5% | +4.3% | +21.2% | +20.7% |
| 6M | -7.9% | -27.1% | +19.2% | +24.2% |
| YTD | +15.6% | -6.6% | +22.2% | +24.6% |
| 1Y | +34.0% | +9.5% | +24.5% | +27.3% |
| 3Y | +791.9% | +208.4% | +583.5% | +258.4% |
| 5Y | +197.7% | +401.6% | -203.9% | -15.5% |
| All | +56.1% | +392.3% | -336.3% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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