-93.0%
CDE vs CI
+8,030.3%
-8,123.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -9.6% | +1.2% | -10.8% | -9.8% |
| 30D | -6.7% | +2.6% | -9.2% | -7.2% |
| 3M | -24.2% | +7.4% | -31.7% | -25.3% |
| 6M | -29.1% | -0.1% | -29.0% | -29.4% |
| YTD | -21.5% | +9.7% | -31.2% | -23.1% |
| 1Y | -7.4% | +12.1% | -19.5% | -9.6% |
| 3Y | +596.3% | +7.0% | +589.3% | +570.6% |
| 5Y | +95.7% | +49.7% | +46.0% | +78.3% |
| 10Y | +53.0% | +147.2% | -94.3% | +25.8% |
| All | -93.0% | +8,030.3% | -8,123.3% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling