+124.1%
CDE vs COMP
-49.7%
+173.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +15.7% | -13.9% | +29.6% | +18.8% |
| 3M | +30.5% | +30.7% | -0.2% | +24.1% |
| 6M | -7.4% | +18.7% | -26.1% | -11.2% |
| YTD | +17.9% | +1.0% | +16.9% | +15.9% |
| 1Y | +46.7% | +15.1% | +31.6% | +40.1% |
| 3Y | +851.3% | +219.8% | +631.5% | +617.9% |
| 5Y | +202.9% | -28.7% | +231.6% | +158.5% |
| All | +124.1% | -49.7% | +173.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling