-49.5%
CDE vs BR
+1,282.8%
-1,332.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.1% | -6.0% | -0.1% | -3.1% |
| 30D | +9.5% | -0.9% | +10.3% | +9.9% |
| 3M | +32.0% | +16.4% | +15.6% | +20.6% |
| 6M | -12.8% | -8.2% | -4.6% | -10.5% |
| YTD | +14.2% | -23.2% | +37.4% | +27.4% |
| 1Y | +36.3% | -30.9% | +67.2% | +60.3% |
| 3Y | +821.4% | -5.0% | +826.4% | +811.1% |
| 5Y | +194.3% | +8.8% | +185.5% | +168.9% |
| 10Y | +53.2% | +190.1% | -136.9% | -19.4% |
| All | -49.5% | +1,282.8% | -1,332.3% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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