+5.6%
CDE vs BLK
+17.9%
-12.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.4% | +3.3% | +3.9% |
| 7D | +1.1% | +5.7% | -4.6% | -3.6% |
| 30D | -14.5% | +14.8% | -29.3% | -23.9% |
| 3M | -10.1% | +8.8% | -18.9% | -16.6% |
| 6M | -16.9% | +17.6% | -34.5% | -27.9% |
| YTD | -18.1% | +16.3% | -34.4% | -30.2% |
| 1Y | +5.6% | +18.0% | -12.4% | -10.7% |
| All | +5.6% | +17.9% | -12.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling