+635.1%
CDE vs AS
+107.2%
+527.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.1% |
| 30D | +15.7% | -23.2% | +38.9% | +26.7% |
| 3M | +30.5% | -20.1% | +50.6% | +40.6% |
| 6M | -7.4% | -18.5% | +11.1% | -0.8% |
| YTD | +17.9% | -25.6% | +43.6% | +30.3% |
| 1Y | +46.7% | -24.4% | +71.1% | +60.7% |
| All | +635.1% | +107.2% | +527.9% | +464.3% |
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