+42.1%
CDE vs AS
-22.5%
+64.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.2% |
| 7D | +2.3% | -2.6% | +4.9% | +3.6% |
| 30D | +18.8% | -22.1% | +40.9% | +36.0% |
| 3M | +23.5% | -15.3% | +38.8% | +33.5% |
| 6M | -8.6% | -15.6% | +6.9% | -1.3% |
| YTD | +16.0% | -23.2% | +39.2% | +31.6% |
| 1Y | +42.1% | -21.7% | +63.8% | +66.0% |
| All | +42.1% | -22.5% | +64.6% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling