+54.3%
CDE vs CP
+230.5%
-176.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.2% |
| 7D | -6.1% | -2.7% | -3.4% | -4.3% |
| 30D | +9.5% | -3.4% | +12.8% | +12.0% |
| 3M | +32.0% | -0.6% | +32.6% | +32.1% |
| 6M | -12.8% | +6.3% | -19.1% | -16.6% |
| YTD | +14.2% | +21.2% | -7.0% | -0.1% |
| 1Y | +36.3% | +20.0% | +16.3% | +20.2% |
| 3Y | +821.4% | +18.7% | +802.7% | +721.8% |
| 5Y | +194.3% | +34.8% | +159.5% | +142.4% |
| All | +54.3% | +230.5% | -176.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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