+810.1%
CDE vs APD
+6.4%
+803.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.0% |
| 7D | -2.0% | -4.6% | +2.6% | 0.0% |
| 30D | +15.7% | -4.2% | +19.9% | +17.7% |
| 3M | +30.5% | +5.0% | +25.5% | +27.6% |
| 6M | -7.4% | +8.9% | -16.3% | -11.3% |
| YTD | +17.9% | +21.9% | -4.0% | +5.5% |
| 1Y | +46.7% | +5.6% | +41.1% | +41.5% |
| All | +810.1% | +6.4% | +803.7% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling