-90.5%
CDE vs CB
+7,169.5%
-7,260.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.2% | -4.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -12.1% | +7.4% | -19.4% | -13.5% |
| 3M | -23.9% | +8.6% | -32.5% | -25.5% |
| 6M | -29.0% | +16.1% | -45.2% | -31.9% |
| YTD | -19.7% | +20.2% | -39.9% | -23.9% |
| 1Y | -8.4% | +27.2% | -35.6% | -14.3% |
| 3Y | +578.5% | +72.7% | +505.8% | +486.0% |
| 5Y | +100.2% | +105.9% | -5.7% | +65.2% |
| 10Y | +56.5% | +248.1% | -191.6% | +12.8% |
| All | -90.5% | +7,169.5% | -7,260.0% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling