+56.1%
CDE vs CI
+144.2%
-88.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +9.5% | +1.8% | +7.7% | +9.0% |
| 3M | +25.5% | -4.2% | +29.7% | +26.4% |
| 6M | -7.9% | +8.8% | -16.7% | -10.1% |
| YTD | +15.6% | +3.7% | +11.8% | +14.0% |
| 1Y | +34.0% | -6.1% | +40.2% | +34.0% |
| 3Y | +791.9% | +4.5% | +787.4% | +746.9% |
| 5Y | +197.7% | +50.5% | +147.2% | +157.4% |
| All | +56.1% | +144.2% | -88.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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