+202.9%
CDE vs CB
+98.0%
+105.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | +15.7% | -3.1% | +18.8% | +16.0% |
| 3M | +30.5% | +4.2% | +26.4% | +29.1% |
| 6M | -7.4% | +4.7% | -12.1% | -8.7% |
| YTD | +17.9% | +8.8% | +9.1% | +15.0% |
| 1Y | +46.7% | +22.6% | +24.1% | +38.2% |
| 3Y | +851.3% | +70.6% | +780.7% | +685.6% |
| 5Y | +202.9% | +99.4% | +103.5% | +126.1% |
| All | +202.9% | +98.0% | +105.0% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling