+5.6%
CDE vs CB
+34.9%
-29.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +10.1% |
| 7D | +1.1% | +5.3% | -4.1% | +4.8% |
| 30D | -14.5% | +13.2% | -27.7% | -6.4% |
| 3M | -10.1% | +7.8% | -17.8% | -5.1% |
| 6M | -16.9% | +15.8% | -32.7% | -5.5% |
| YTD | -18.1% | +21.0% | -39.1% | -4.7% |
| 1Y | +5.6% | +32.2% | -26.6% | +24.3% |
| All | +5.6% | +34.9% | -29.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling