+56.1%
CDE vs CAG
-36.2%
+92.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -2.1% |
| 30D | +9.5% | -2.4% | +11.9% | +10.0% |
| 3M | +25.5% | +9.8% | +15.7% | +23.4% |
| 6M | -7.9% | -10.8% | +2.9% | -6.2% |
| YTD | +15.6% | -10.8% | +26.4% | +17.3% |
| 1Y | +34.0% | -19.0% | +53.0% | +38.0% |
| 3Y | +791.9% | -39.7% | +831.6% | +855.9% |
| 5Y | +197.7% | -43.0% | +240.7% | +223.1% |
| All | +56.1% | -36.2% | +92.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling