-93.0%
CDE vs CPB
+359.2%
-452.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.4% |
| 7D | -9.6% | -1.6% | -8.1% | -9.6% |
| 30D | -6.7% | +19.2% | -25.9% | -7.5% |
| 3M | -24.2% | -0.9% | -23.3% | -24.2% |
| 6M | -29.1% | +15.2% | -44.3% | -29.7% |
| YTD | -21.5% | -13.1% | -8.4% | -21.1% |
| 1Y | -7.4% | -22.4% | +15.1% | -6.4% |
| 3Y | +596.3% | -35.3% | +631.6% | +605.1% |
| 5Y | +95.7% | -33.0% | +128.7% | +98.2% |
| 10Y | +53.0% | -39.2% | +92.1% | +56.1% |
| All | -93.0% | +359.2% | -452.2% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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