+194.3%
CDE vs APD
+24.4%
+169.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -6.1% | -3.5% | -2.6% | -4.2% |
| 30D | +9.5% | -5.1% | +14.5% | +12.5% |
| 3M | +32.0% | +6.9% | +25.1% | +26.7% |
| 6M | -12.8% | +8.1% | -20.9% | -17.4% |
| YTD | +14.2% | +21.2% | -7.0% | -0.5% |
| 1Y | +36.3% | +4.9% | +31.4% | +29.4% |
| 3Y | +821.4% | +6.3% | +815.1% | +741.3% |
| 5Y | +194.3% | +24.3% | +170.0% | +107.2% |
| All | +194.3% | +24.4% | +169.8% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling