+126.3%
CDE vs BG
+1,192.5%
-1,066.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | -6.1% | +3.7% | -9.8% | -7.7% |
| 30D | +9.5% | +12.3% | -2.9% | +3.5% |
| 3M | +32.0% | -2.2% | +34.2% | +31.5% |
| 6M | -12.8% | +5.3% | -18.1% | -16.5% |
| YTD | +14.2% | +42.4% | -28.2% | -4.4% |
| 1Y | +36.3% | +55.2% | -18.9% | +9.1% |
| 3Y | +821.4% | +21.0% | +800.4% | +705.5% |
| 5Y | +194.3% | +87.1% | +107.1% | +104.9% |
| 10Y | +53.2% | +169.8% | -116.6% | -18.0% |
| All | +126.3% | +1,192.5% | -1,066.2% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling