+117.1%
CDE vs CB
+103.6%
+13.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.2% |
| 7D | +14.0% | +0.7% | +13.3% | +13.9% |
| 30D | -10.7% | +8.2% | -18.9% | -11.4% |
| 3M | -15.8% | +6.3% | -22.1% | -16.3% |
| 6M | -17.5% | +16.2% | -33.7% | -19.5% |
| YTD | -14.1% | +19.3% | -33.5% | -17.0% |
| 1Y | +2.9% | +29.2% | -26.3% | -2.5% |
| 3Y | +625.5% | +71.4% | +554.0% | +513.7% |
| 5Y | +117.1% | +104.2% | +12.9% | +68.6% |
| All | +117.1% | +103.6% | +13.5% | +68.6% |
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