+202.9%
CDE vs CI
+43.3%
+159.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | +15.7% | +0.5% | +15.2% | +15.5% |
| 3M | +30.5% | -5.2% | +35.7% | +31.6% |
| 6M | -7.4% | +4.3% | -11.7% | -8.7% |
| YTD | +17.9% | +2.8% | +15.1% | +16.8% |
| 1Y | +46.7% | -5.8% | +52.5% | +47.0% |
| 3Y | +851.3% | +4.7% | +846.6% | +782.5% |
| 5Y | +202.9% | +42.7% | +160.2% | +140.7% |
| All | +202.9% | +43.3% | +159.6% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling