+198.0%
CDE vs AR
+148.0%
+50.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.8% |
| 30D | +18.8% | +12.6% | +6.2% | +14.6% |
| 3M | +23.5% | +10.0% | +13.5% | +19.1% |
| 6M | -8.6% | +0.6% | -9.3% | -10.7% |
| YTD | +16.0% | +13.4% | +2.6% | +8.2% |
| 1Y | +42.1% | +21.7% | +20.3% | +27.8% |
| 3Y | +835.9% | +45.8% | +790.1% | +671.3% |
| All | +198.0% | +148.0% | +50.1% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling