-89.4%
CDE vs CI
+7,591.2%
-7,680.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +21.9% | +4.4% | +17.4% | +20.9% |
| 3M | +14.9% | +0.7% | +14.3% | +14.5% |
| 6M | -10.5% | +0.3% | -10.9% | -10.9% |
| YTD | +19.3% | +3.8% | +15.4% | +18.0% |
| 1Y | +50.8% | -5.5% | +56.3% | +50.5% |
| 3Y | +782.3% | +8.1% | +774.2% | +749.4% |
| 5Y | +191.7% | +42.8% | +148.9% | +168.1% |
| 10Y | +57.6% | +143.9% | -86.3% | +30.1% |
| All | -89.4% | +7,591.2% | -7,680.6% | -92.1% |
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