-93.0%
CDE vs B
+659.1%
-752.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.6% |
| 7D | -9.6% | -7.3% | -2.3% | -2.3% |
| 30D | -6.7% | -3.3% | -3.3% | -3.0% |
| 3M | -24.2% | -7.8% | -16.5% | -16.9% |
| 6M | -29.1% | -15.5% | -13.6% | -14.1% |
| YTD | -21.5% | -12.3% | -9.2% | -6.0% |
| 1Y | -7.4% | +5.4% | -12.7% | -7.2% |
| 3Y | +596.3% | +165.5% | +430.8% | +199.3% |
| 5Y | +95.7% | +107.0% | -11.3% | +14.1% |
| 10Y | +53.0% | +210.6% | -157.6% | -30.2% |
| All | -93.0% | +659.1% | -752.1% | -97.8% |
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