-93.4%
CDE vs ARWR
-98.4%
+5.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.2% |
| 7D | -9.6% | -17.8% | +8.2% | -9.5% |
| 30D | -6.7% | -18.1% | +11.5% | -6.6% |
| 3M | -24.2% | -44.2% | +19.9% | -24.0% |
| 6M | -29.1% | -38.6% | +9.5% | -28.9% |
| YTD | -21.5% | -28.0% | +6.5% | -21.4% |
| 1Y | -7.4% | +16.1% | -23.5% | -7.5% |
| 3Y | +596.3% | +84.0% | +512.3% | +593.3% |
| 5Y | +95.7% | -35.4% | +131.1% | +95.4% |
| 10Y | +53.0% | +1,043.1% | -990.1% | +52.1% |
| All | -93.4% | -98.4% | +5.0% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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