+475.8%
CDE vs AS
+142.2%
+333.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.2% |
| 7D | +23.5% | +5.8% | +17.7% | +21.1% |
| 30D | -4.0% | +15.4% | -19.3% | -8.7% |
| 3M | -5.4% | -11.9% | +6.5% | -1.5% |
| 6M | -11.3% | -9.9% | -1.4% | -8.6% |
| YTD | -7.6% | -13.1% | +5.5% | -3.5% |
| 1Y | +12.1% | +9.9% | +2.2% | +9.2% |
| All | +475.8% | +142.2% | +333.6% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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