+51.6%
CDE vs CB
+250.2%
-198.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -9.6% | +2.9% | -12.6% | -10.5% |
| 30D | -6.7% | +7.3% | -14.0% | -8.9% |
| 3M | -24.2% | +9.4% | -33.6% | -26.6% |
| 6M | -29.1% | +19.6% | -48.7% | -34.2% |
| YTD | -21.5% | +21.5% | -43.0% | -27.9% |
| 1Y | -7.4% | +28.0% | -35.4% | -16.7% |
| 3Y | +596.3% | +74.9% | +521.4% | +438.6% |
| 5Y | +95.7% | +108.1% | -12.4% | +38.0% |
| All | +51.6% | +250.2% | -198.6% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling