+87.5%
CDE vs AR
-27.2%
+114.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.5% | +2.5% | -2.0% | -0.1% |
| 30D | +21.9% | +14.8% | +7.1% | +17.8% |
| 3M | +14.9% | +6.2% | +8.7% | +12.8% |
| 6M | -10.5% | +4.3% | -14.8% | -12.8% |
| YTD | +19.3% | +14.4% | +4.9% | +13.1% |
| 1Y | +50.8% | +21.3% | +29.5% | +39.9% |
| 3Y | +782.3% | +39.8% | +742.5% | +679.6% |
| 5Y | +191.7% | +142.1% | +49.6% | +121.4% |
| 10Y | +57.6% | +52.0% | +5.6% | +46.8% |
| All | +87.5% | -27.2% | +114.7% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling