-40.3%
CDE vs BIL
+30.4%
-70.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +1.0% |
| 30D | +21.9% | +0.3% | +21.5% | +24.0% |
| 3M | +14.9% | +0.9% | +14.0% | +20.8% |
| 6M | -10.5% | +1.8% | -12.3% | -1.5% |
| YTD | +19.3% | +2.4% | +16.8% | +35.4% |
| 1Y | +50.8% | +3.7% | +47.1% | +83.0% |
| 3Y | +782.3% | +14.2% | +768.2% | +1,766.2% |
| 5Y | +191.7% | +19.4% | +172.3% | +707.7% |
| 10Y | +57.6% | +25.2% | +32.4% | +477.1% |
| All | -40.3% | +30.4% | -70.6% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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