+56.1%
CDE vs CG
+314.7%
-258.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -3.1% | -9.9% | +6.8% | +1.5% |
| 30D | +9.5% | -11.7% | +21.1% | +15.4% |
| 3M | +25.5% | -4.3% | +29.8% | +27.6% |
| 6M | -7.9% | -8.8% | +0.9% | -4.5% |
| YTD | +15.6% | -26.9% | +42.4% | +31.7% |
| 1Y | +34.0% | -35.4% | +69.5% | +61.1% |
| 3Y | +791.9% | +43.0% | +748.9% | +638.8% |
| 5Y | +197.7% | +1.9% | +195.8% | +171.6% |
| All | +56.1% | +314.7% | -258.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling