-89.4%
CDE vs APD
+6,115.6%
-6,205.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | +21.9% | +2.1% | +19.8% | +20.8% |
| 3M | +14.9% | +7.2% | +7.8% | +11.7% |
| 6M | -10.5% | +11.2% | -21.8% | -14.5% |
| YTD | +19.3% | +24.4% | -5.1% | +8.4% |
| 1Y | +50.8% | +6.7% | +44.1% | +44.7% |
| 3Y | +782.3% | +9.2% | +773.1% | +732.2% |
| 5Y | +191.7% | +27.4% | +164.3% | +161.2% |
| 10Y | +57.6% | +164.8% | -107.2% | +11.8% |
| All | -89.4% | +6,115.6% | -6,205.0% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling