+596.3%
CDE vs CP
+36.4%
+559.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.8% |
| 7D | -9.6% | +2.1% | -11.8% | -11.2% |
| 30D | -6.7% | +9.3% | -16.0% | -13.6% |
| 3M | -24.2% | +0.5% | -24.7% | -24.7% |
| 6M | -29.1% | +10.4% | -39.5% | -35.4% |
| YTD | -21.5% | +28.7% | -50.2% | -37.0% |
| 1Y | -7.4% | +33.2% | -40.6% | -28.1% |
| 3Y | +596.3% | +38.4% | +557.9% | +389.6% |
| All | +596.3% | +36.4% | +559.9% | +389.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling