+189.0%
CDE vs AGI
+400.3%
-211.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.4% |
| 7D | -3.1% | -2.7% | -0.4% | 0.0% |
| 30D | +9.5% | +7.2% | +2.2% | +1.1% |
| 3M | +25.5% | +4.3% | +21.2% | +18.5% |
| 6M | -7.9% | -27.1% | +19.2% | +31.4% |
| YTD | +15.6% | -6.6% | +22.2% | +22.4% |
| 1Y | +34.0% | +9.5% | +24.5% | +19.3% |
| 3Y | +791.9% | +208.4% | +583.5% | +137.7% |
| All | +189.0% | +400.3% | -211.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling