-89.5%
CDE vs AIG
-22.8%
-66.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -2.0% | -1.4% | -0.5% | -1.7% |
| 30D | +15.7% | -3.3% | +19.0% | +16.3% |
| 3M | +30.5% | +2.2% | +28.3% | +29.8% |
| 6M | -7.4% | -2.1% | -5.3% | -7.3% |
| YTD | +17.9% | -11.2% | +29.1% | +19.6% |
| 1Y | +46.7% | -2.1% | +48.8% | +46.0% |
| 3Y | +851.3% | +34.4% | +816.9% | +798.1% |
| 5Y | +202.9% | +53.7% | +149.2% | +178.5% |
| 10Y | +58.2% | +64.4% | -6.2% | +38.9% |
| All | -89.5% | -22.8% | -66.7% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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