-84.4%
CDE vs CHRW
+4,244.2%
-4,328.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | +2.3% | +1.9% | +0.3% | +1.7% |
| 30D | +18.8% | +0.9% | +17.9% | +18.3% |
| 3M | +23.5% | -19.9% | +43.4% | +30.0% |
| 6M | -8.6% | -15.8% | +7.2% | -5.7% |
| YTD | +16.0% | -5.6% | +21.6% | +15.8% |
| 1Y | +42.1% | +21.0% | +21.0% | +31.1% |
| 3Y | +835.9% | +86.0% | +749.9% | +639.3% |
| 5Y | +197.6% | +88.6% | +109.0% | +131.5% |
| 10Y | +39.6% | +169.3% | -129.7% | -4.5% |
| All | -84.4% | +4,244.2% | -4,328.6% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling