-89.7%
CDE vs CAG
+594.9%
-684.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | +2.3% | -5.3% | +7.6% | +2.9% |
| 30D | +18.8% | +1.0% | +17.8% | +18.7% |
| 3M | +23.5% | +17.4% | +6.1% | +21.3% |
| 6M | -8.6% | -16.8% | +8.2% | -7.0% |
| YTD | +16.0% | -6.8% | +22.8% | +16.5% |
| 1Y | +42.1% | -15.4% | +57.4% | +43.8% |
| 3Y | +835.9% | -37.1% | +873.0% | +870.5% |
| 5Y | +197.6% | -41.3% | +238.9% | +210.9% |
| 10Y | +39.6% | -35.5% | +75.0% | +43.1% |
| All | -89.7% | +594.9% | -684.5% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling