+539.8%
CDE vs CARR
+421.5%
+118.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.6% |
| 7D | -3.1% | -3.8% | +0.7% | -1.6% |
| 30D | +9.5% | -8.9% | +18.4% | +13.4% |
| 3M | +25.5% | -17.3% | +42.8% | +34.8% |
| 6M | -7.9% | -1.4% | -6.5% | -7.4% |
| YTD | +15.6% | +10.0% | +5.6% | +11.9% |
| 1Y | +34.0% | -6.4% | +40.4% | +37.0% |
| 3Y | +791.9% | +1.5% | +790.4% | +775.6% |
| 5Y | +197.7% | +9.3% | +188.4% | +175.0% |
| All | +539.8% | +421.5% | +118.3% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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