-85.9%
CDE vs CB
+6,559.4%
-6,645.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +21.9% | -3.1% | +25.0% | +22.5% |
| 3M | +14.9% | +9.0% | +6.0% | +12.0% |
| 6M | -10.5% | +2.9% | -13.4% | -11.8% |
| YTD | +19.3% | +10.1% | +9.2% | +15.5% |
| 1Y | +50.8% | +22.8% | +28.0% | +42.0% |
| 3Y | +782.3% | +73.8% | +708.5% | +660.6% |
| 5Y | +191.7% | +99.2% | +92.5% | +142.4% |
| 10Y | +57.6% | +218.2% | -160.6% | +16.1% |
| All | -85.9% | +6,559.4% | -6,645.4% | -91.2% |
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