-24.0%
CDE vs CL
+13.4%
-37.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.8% |
| 7D | +3.1% | -0.8% | +3.9% | +2.6% |
| 30D | -10.3% | +9.5% | -19.9% | -4.2% |
| 3M | -19.1% | +6.8% | -25.9% | -15.2% |
| 6M | -24.0% | +14.3% | -38.3% | -14.9% |
| All | -24.0% | +13.4% | -37.4% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling