-93.0%
CDE vs CL
+5,512.1%
-5,605.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.6% |
| 7D | -9.6% | +3.2% | -12.9% | -10.1% |
| 30D | -6.7% | +8.0% | -14.7% | -8.1% |
| 3M | -24.2% | +7.9% | -32.1% | -25.5% |
| 6M | -29.1% | +14.7% | -43.8% | -31.3% |
| YTD | -21.5% | +29.2% | -50.7% | -25.7% |
| 1Y | -7.4% | +29.5% | -36.9% | -12.5% |
| 3Y | +596.3% | +40.7% | +555.6% | +540.4% |
| 5Y | +95.7% | +43.9% | +51.9% | +79.0% |
| 10Y | +53.0% | +87.2% | -34.3% | +34.3% |
| All | -93.0% | +5,512.1% | -5,605.1% | -93.3% |
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 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