+835.9%
CDE vs CL
+28.9%
+807.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.8% |
| 7D | +2.3% | -1.4% | +3.6% | +2.2% |
| 30D | +18.8% | -5.2% | +24.0% | +18.4% |
| 3M | +23.5% | +3.3% | +20.2% | +23.5% |
| 6M | -8.6% | -4.4% | -4.3% | -9.1% |
| YTD | +16.0% | +13.9% | +2.1% | +17.5% |
| 1Y | +42.1% | +7.6% | +34.4% | +44.3% |
| 3Y | +835.9% | +29.6% | +806.3% | +698.3% |
| All | +835.9% | +28.9% | +807.0% | +698.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling