-60.7%
CDE vs BIL
+31.3%
-92.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.1% |
| 7D | -9.6% | +0.1% | -9.7% | -9.3% |
| 30D | -6.7% | +0.3% | -7.0% | -5.0% |
| 3M | -24.2% | +1.0% | -25.2% | -20.3% |
| 6M | -29.1% | +1.9% | -31.0% | -21.8% |
| YTD | -21.5% | +3.2% | -24.7% | -7.4% |
| 1Y | -7.4% | +3.7% | -11.1% | +12.2% |
| 3Y | +596.3% | +13.8% | +582.5% | +1,334.6% |
| 5Y | +95.7% | +20.3% | +75.5% | +463.4% |
| 10Y | +53.0% | +26.2% | +26.8% | +484.2% |
| All | -60.7% | +31.3% | -92.0% | +63.2% |
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