-89.4%
CDE vs B
+803.7%
-893.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | +0.3% |
| 7D | +0.5% | -1.6% | +2.1% | +2.1% |
| 30D | +21.9% | +9.4% | +12.4% | +11.0% |
| 3M | +14.9% | +5.0% | +10.0% | +10.6% |
| 6M | -10.5% | -3.5% | -7.0% | -4.9% |
| YTD | +19.3% | +4.5% | +14.8% | +18.9% |
| 1Y | +50.8% | +67.8% | -17.0% | -5.5% |
| 3Y | +782.3% | +196.7% | +585.6% | +237.9% |
| 5Y | +191.7% | +151.9% | +39.8% | +38.6% |
| 10Y | +57.6% | +202.2% | -144.5% | -28.0% |
| All | -89.4% | +803.7% | -893.1% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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