+75.6%
CDE vs COMP
-49.2%
+124.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.7% | +5.2% |
| 7D | +23.5% | +14.5% | +9.0% | +20.3% |
| 30D | -4.0% | +14.9% | -18.9% | -6.7% |
| 3M | -5.4% | -14.2% | +8.8% | -3.1% |
| 6M | -11.3% | +23.7% | -35.0% | -15.3% |
| YTD | -7.6% | +2.1% | -9.7% | -9.7% |
| 1Y | +12.1% | +26.2% | -14.1% | +5.8% |
| 3Y | +652.0% | +470.9% | +181.1% | +423.7% |
| 5Y | +137.3% | -14.0% | +151.3% | +100.5% |
| All | +75.6% | -49.2% | +124.8% | +51.6% |
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