+202.9%
CDE vs CP
+30.0%
+172.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.5% |
| 30D | +15.7% | -0.5% | +16.2% | +16.0% |
| 3M | +30.5% | +0.1% | +30.4% | +29.8% |
| 6M | -7.4% | +7.8% | -15.2% | -13.5% |
| YTD | +17.9% | +22.9% | -4.9% | -1.1% |
| 1Y | +46.7% | +21.3% | +25.4% | +24.6% |
| 3Y | +851.3% | +20.4% | +830.9% | +709.2% |
| 5Y | +202.9% | +34.9% | +168.0% | +134.9% |
| All | +202.9% | +30.0% | +172.9% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling