+56.1%
CDE vs AR
+41.9%
+14.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | +9.5% | +2.5% | +6.9% | +8.8% |
| 3M | +25.5% | +12.3% | +13.2% | +22.0% |
| 6M | -7.9% | -3.1% | -4.8% | -8.4% |
| YTD | +15.6% | +11.5% | +4.0% | +10.9% |
| 1Y | +34.0% | +17.0% | +17.0% | +26.6% |
| 3Y | +791.9% | +47.3% | +744.6% | +695.5% |
| 5Y | +197.7% | +141.2% | +56.5% | +140.2% |
| All | +56.1% | +41.9% | +14.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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