+189.0%
CDE vs CAG
-43.1%
+232.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -3.1% | -5.7% | +2.6% | -2.6% |
| 30D | +9.5% | -2.4% | +11.9% | +9.7% |
| 3M | +25.5% | +9.8% | +15.7% | +25.0% |
| 6M | -7.9% | -10.8% | +2.9% | -6.8% |
| YTD | +15.6% | -10.8% | +26.4% | +16.8% |
| 1Y | +34.0% | -19.0% | +53.0% | +36.6% |
| 3Y | +791.9% | -39.7% | +831.6% | +810.7% |
| All | +189.0% | -43.1% | +232.1% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling