+189.0%
CDE vs CHRW
+90.8%
+98.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | -3.1% | +3.5% | -6.6% | -3.8% |
| 30D | +9.5% | +4.6% | +4.9% | +8.3% |
| 3M | +25.5% | -19.7% | +45.2% | +30.5% |
| 6M | -7.9% | -12.4% | +4.5% | -6.5% |
| YTD | +15.6% | -3.9% | +19.5% | +15.2% |
| 1Y | +34.0% | +18.4% | +15.7% | +27.6% |
| 3Y | +791.9% | +88.8% | +703.1% | +622.8% |
| All | +189.0% | +90.8% | +98.2% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling