-8.4%
CDE vs CL
+26.2%
-34.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -2.3% | -0.8% | -1.5% | -2.4% |
| 30D | -12.1% | +9.5% | -21.5% | -10.5% |
| 3M | -23.9% | +6.6% | -30.6% | -22.8% |
| 6M | -29.0% | +13.2% | -42.3% | -27.7% |
| YTD | -19.7% | +26.9% | -46.6% | -14.3% |
| 1Y | -8.4% | +27.6% | -36.0% | -2.2% |
| All | -8.4% | +26.2% | -34.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling