+63.0%
CDE vs CL
+84.9%
-21.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.1% | -0.8% | +3.9% | +3.4% |
| 30D | -10.3% | +9.5% | -19.9% | -13.8% |
| 3M | -19.1% | +6.8% | -25.9% | -21.6% |
| 6M | -24.0% | +14.3% | -38.3% | -29.1% |
| YTD | -15.6% | +27.0% | -42.6% | -25.3% |
| 1Y | -1.1% | +26.3% | -27.3% | -12.4% |
| 3Y | +613.1% | +39.3% | +573.9% | +468.0% |
| 5Y | +109.3% | +41.5% | +67.8% | +63.0% |
| All | +63.0% | +84.9% | -21.8% | +15.1% |
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