-93.0%
CDE vs CP
+7,903.1%
-7,996.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -9.6% | +2.1% | -11.8% | -10.5% |
| 30D | -6.7% | +9.3% | -16.0% | -10.7% |
| 3M | -24.2% | +0.5% | -24.7% | -24.4% |
| 6M | -29.1% | +10.4% | -39.5% | -32.5% |
| YTD | -21.5% | +28.7% | -50.2% | -30.4% |
| 1Y | -7.4% | +33.2% | -40.6% | -19.2% |
| 3Y | +596.3% | +38.4% | +557.9% | +501.8% |
| 5Y | +95.7% | +26.2% | +69.6% | +77.5% |
| 10Y | +53.0% | +258.4% | -205.4% | -13.3% |
| All | -93.0% | +7,903.1% | -7,996.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling