+522.0%
CDE vs COMP
+353.8%
+168.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +2.9% |
| 7D | +18.1% | +13.4% | +4.6% | +14.1% |
| 30D | -6.2% | +11.1% | -17.3% | -9.2% |
| 3M | -1.2% | -18.8% | +17.7% | +3.5% |
| 6M | -17.4% | +10.5% | -27.9% | -20.4% |
| YTD | -13.1% | -3.4% | -9.7% | -15.0% |
| 1Y | +7.3% | +19.7% | -12.4% | +0.3% |
| 3Y | +522.0% | +381.6% | +140.4% | +225.5% |
| All | +522.0% | +353.8% | +168.2% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling