+3.2%
CDE vs CG
+341.4%
-338.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.8% |
| 7D | +2.3% | -1.3% | +3.5% | +2.9% |
| 30D | +18.8% | -3.2% | +22.0% | +20.2% |
| 3M | +23.5% | +6.2% | +17.3% | +20.2% |
| 6M | -8.6% | -4.7% | -4.0% | -7.1% |
| YTD | +16.0% | -20.6% | +36.6% | +26.6% |
| 1Y | +42.1% | -26.4% | +68.4% | +59.6% |
| 3Y | +835.9% | +55.4% | +780.5% | +668.0% |
| 5Y | +197.6% | +9.8% | +187.8% | +167.3% |
| 10Y | +39.6% | +341.4% | -301.8% | -21.7% |
| All | +3.2% | +341.4% | -338.2% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling