+810.1%
CDE vs CAPR
+36.9%
+773.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +1.7% |
| 7D | -2.0% | -12.6% | +10.7% | -1.9% |
| 30D | +15.7% | +124.4% | -108.7% | +15.4% |
| 3M | +30.5% | -66.8% | +97.3% | +30.7% |
| 6M | -7.4% | -71.8% | +64.4% | -7.2% |
| YTD | +17.9% | -70.1% | +88.0% | +18.1% |
| 1Y | +46.7% | +33.3% | +13.4% | +46.9% |
| All | +810.1% | +36.9% | +773.2% | +643.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling