+202.9%
CDE vs CL
+27.0%
+175.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | +15.7% | -5.5% | +21.2% | +16.5% |
| 3M | +30.5% | +0.8% | +29.7% | +29.9% |
| 6M | -7.4% | -4.2% | -3.2% | -7.1% |
| YTD | +17.9% | +13.4% | +4.5% | +14.6% |
| 1Y | +46.7% | +7.1% | +39.6% | +44.4% |
| 3Y | +851.3% | +29.0% | +822.3% | +715.6% |
| 5Y | +202.9% | +28.3% | +174.6% | +158.3% |
| All | +202.9% | +27.0% | +175.9% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling