-7.4%
CDE vs ALL
+30.2%
-37.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.0% |
| 7D | -9.6% | +5.0% | -14.7% | -6.2% |
| 30D | -6.7% | +13.3% | -20.0% | +2.5% |
| 3M | -24.2% | +3.2% | -27.4% | -22.3% |
| 6M | -29.1% | +25.3% | -54.4% | -16.0% |
| YTD | -21.5% | +30.5% | -52.0% | -4.7% |
| 1Y | -7.4% | +29.2% | -36.6% | +13.7% |
| All | -7.4% | +30.2% | -37.5% | +13.7% |
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