+791.9%
CDE vs AUR
+84.2%
+707.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | +9.5% | -6.4% | +15.9% | +10.9% |
| 3M | +25.5% | +7.7% | +17.8% | +22.4% |
| 6M | -7.9% | +44.5% | -52.4% | -17.0% |
| YTD | +15.6% | +67.4% | -51.9% | +1.1% |
| 1Y | +34.0% | +15.4% | +18.6% | +26.6% |
| 3Y | +791.9% | +94.8% | +697.1% | +473.3% |
| All | +791.9% | +84.2% | +707.7% | +473.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling