-72.3%
CDE vs AU
+755.5%
-827.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.7% |
| 7D | -3.1% | -4.3% | +1.2% | +0.5% |
| 30D | +9.5% | +7.3% | +2.2% | +2.7% |
| 3M | +25.5% | +26.3% | -0.8% | +3.4% |
| 6M | -7.9% | +1.8% | -9.7% | -9.3% |
| YTD | +15.6% | +26.8% | -11.3% | -5.6% |
| 1Y | +34.0% | +66.7% | -32.6% | -12.6% |
| 3Y | +791.9% | +579.1% | +212.8% | +71.7% |
| 5Y | +197.7% | +689.3% | -491.6% | -50.4% |
| 10Y | +55.0% | +686.6% | -631.6% | -77.7% |
| All | -72.3% | +755.5% | -827.8% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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