+5.6%
CDE vs AUR
-17.4%
+23.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.4% | +13.2% | +10.6% |
| 7D | +1.1% | -19.8% | +21.0% | +10.6% |
| 30D | -14.5% | -29.0% | +14.6% | -1.5% |
| 3M | -10.1% | -43.6% | +33.5% | +13.3% |
| 6M | -16.9% | -36.6% | +19.8% | -2.1% |
| YTD | -18.1% | +6.3% | -24.4% | -25.4% |
| 1Y | +5.6% | -9.0% | +14.6% | -0.1% |
| All | +5.6% | -17.4% | +23.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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