+810.1%
CDE vs CI
+4.5%
+805.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +15.7% | +0.5% | +15.2% | +15.7% |
| 3M | +30.5% | -5.2% | +35.7% | +30.7% |
| 6M | -7.4% | +4.3% | -11.7% | -7.6% |
| YTD | +17.9% | +2.8% | +15.1% | +18.0% |
| 1Y | +46.7% | -5.8% | +52.5% | +47.8% |
| All | +810.1% | +4.5% | +805.6% | +717.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling