+54.3%
CDE vs CAPR
-78.6%
+132.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.1% |
| 7D | -6.1% | -10.6% | +4.5% | -5.8% |
| 30D | +9.5% | +111.2% | -101.7% | +7.6% |
| 3M | +32.0% | -67.2% | +99.2% | +33.1% |
| 6M | -12.8% | -75.1% | +62.4% | -11.6% |
| YTD | +14.2% | -71.2% | +85.4% | +15.4% |
| 1Y | +36.3% | +31.1% | +5.2% | +27.6% |
| 3Y | +821.4% | +31.3% | +790.1% | +716.8% |
| 5Y | +194.3% | +69.4% | +124.9% | +154.1% |
| All | +54.3% | -78.6% | +132.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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