+51.6%
CDE vs CAPR
-65.7%
+117.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.7% | -2.1% |
| 7D | -9.6% | +5.9% | -15.5% | -9.8% |
| 30D | -6.7% | +44.6% | -51.3% | -7.5% |
| 3M | -24.2% | +126.4% | -150.6% | -25.8% |
| 6M | -29.1% | -68.6% | +39.5% | -28.6% |
| YTD | -21.5% | -67.0% | +45.5% | -21.1% |
| 1Y | -7.4% | +65.2% | -72.5% | -13.7% |
| 3Y | +596.3% | +235.6% | +360.7% | +500.9% |
| 5Y | +95.7% | +175.4% | -79.7% | +67.1% |
| All | +51.6% | -65.7% | +117.4% | +29.6% |
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