+56.1%
CDE vs APA
-2.4%
+58.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -3.1% | +4.6% | -7.7% | -4.1% |
| 30D | +9.5% | +11.9% | -2.4% | +6.7% |
| 3M | +25.5% | +22.5% | +3.0% | +18.8% |
| 6M | -7.9% | +37.5% | -45.4% | -16.9% |
| YTD | +15.6% | +87.2% | -71.6% | -3.8% |
| 1Y | +34.0% | +101.4% | -67.4% | +9.0% |
| 3Y | +791.9% | +16.9% | +775.0% | +701.6% |
| 5Y | +197.7% | +178.4% | +19.3% | +121.0% |
| All | +56.1% | -2.4% | +58.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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