+75.2%
CDE vs CDW
+903.1%
-827.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | +21.9% | +9.3% | +12.6% | +18.1% |
| 3M | +14.9% | +9.8% | +5.1% | +10.1% |
| 6M | -10.5% | +23.3% | -33.8% | -19.8% |
| YTD | +19.3% | +13.7% | +5.6% | +9.6% |
| 1Y | +50.8% | -6.5% | +57.3% | +49.0% |
| 3Y | +782.3% | -25.2% | +807.6% | +832.0% |
| 5Y | +191.7% | -19.5% | +211.2% | +194.1% |
| 10Y | +57.6% | +285.8% | -228.2% | +11.6% |
| All | +75.2% | +903.1% | -827.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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