+54.3%
CDE vs CL
+55.9%
-1.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -2.4% | -3.6% | -5.1% |
| 30D | +9.5% | -4.8% | +14.2% | +11.6% |
| 3M | +32.0% | -1.7% | +33.7% | +32.1% |
| 6M | -12.8% | -3.8% | -9.0% | -12.1% |
| YTD | +14.2% | +13.3% | +0.9% | +6.0% |
| 1Y | +36.3% | +8.3% | +28.0% | +28.6% |
| 3Y | +821.4% | +28.8% | +792.6% | +650.6% |
| 5Y | +194.3% | +28.5% | +165.7% | +136.8% |
| All | +54.3% | +55.9% | -1.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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