+32.7%
CDE vs AR
-29.4%
+62.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +3.1% | +2.1% | +1.0% | +2.5% |
| 30D | -10.3% | +4.5% | -14.8% | -11.6% |
| 3M | -19.1% | +1.0% | -20.1% | -19.8% |
| 6M | -24.0% | +4.4% | -28.4% | -25.7% |
| YTD | -15.6% | +10.9% | -26.5% | -19.8% |
| 1Y | -1.1% | +8.6% | -9.6% | -5.7% |
| 3Y | +613.1% | +48.5% | +564.6% | +518.9% |
| 5Y | +109.3% | +95.7% | +13.5% | +66.4% |
| 10Y | +64.4% | +55.5% | +9.0% | +49.4% |
| All | +32.7% | -29.4% | +62.1% | +50.6% |
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