+5.6%
CDE vs ALL
+42.7%
-37.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.8% | +10.6% |
| 7D | +1.1% | +7.5% | -6.4% | +6.1% |
| 30D | -14.5% | +19.7% | -34.2% | -3.5% |
| 3M | -10.1% | +2.9% | -13.0% | -8.3% |
| 6M | -16.9% | +23.5% | -40.4% | -3.5% |
| YTD | -18.1% | +31.1% | -49.3% | -2.2% |
| 1Y | +5.6% | +40.5% | -34.8% | +22.8% |
| All | +5.6% | +42.7% | -37.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling