-89.4%
CDE vs CL
+4,870.0%
-4,959.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | +21.9% | -4.8% | +26.7% | +22.9% |
| 3M | +14.9% | +4.9% | +10.0% | +13.4% |
| 6M | -10.5% | -5.7% | -4.8% | -9.8% |
| YTD | +19.3% | +14.4% | +4.9% | +15.6% |
| 1Y | +50.8% | +8.7% | +42.1% | +47.3% |
| 3Y | +782.3% | +30.0% | +752.3% | +724.1% |
| 5Y | +191.7% | +28.4% | +163.3% | +172.9% |
| 10Y | +57.6% | +50.1% | +7.5% | +43.7% |
| All | -89.4% | +4,870.0% | -4,959.3% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling