+791.9%
CDE vs BG
+18.0%
+773.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -3.1% | +3.1% | -6.2% | -4.0% |
| 30D | +9.5% | +10.2% | -0.8% | +6.4% |
| 3M | +25.5% | -1.7% | +27.2% | +25.9% |
| 6M | -7.9% | +1.0% | -8.9% | -8.9% |
| YTD | +15.6% | +39.9% | -24.4% | +3.3% |
| 1Y | +34.0% | +53.2% | -19.2% | +16.7% |
| 3Y | +791.9% | +16.3% | +775.6% | +739.0% |
| All | +791.9% | +18.0% | +773.9% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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