+202.9%
CDE vs CAPR
+76.3%
+126.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +1.7% |
| 7D | -2.0% | -12.6% | +10.7% | -1.8% |
| 30D | +15.7% | +124.4% | -108.7% | +14.6% |
| 3M | +30.5% | -66.8% | +97.3% | +31.1% |
| 6M | -7.4% | -71.8% | +64.4% | -6.8% |
| YTD | +17.9% | -70.1% | +88.0% | +18.6% |
| 1Y | +46.7% | +33.3% | +13.4% | +42.4% |
| 3Y | +851.3% | +36.7% | +814.6% | +669.7% |
| 5Y | +202.9% | +72.5% | +130.5% | +104.0% |
| All | +202.9% | +76.3% | +126.6% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling