-89.7%
CDE vs CPB
+333.3%
-422.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.8% |
| 7D | +2.3% | -8.2% | +10.5% | +2.7% |
| 30D | +18.8% | -5.6% | +24.4% | +19.1% |
| 3M | +23.5% | +3.0% | +20.5% | +23.2% |
| 6M | -8.6% | -12.7% | +4.1% | -8.1% |
| YTD | +16.0% | -18.0% | +34.0% | +16.9% |
| 1Y | +42.1% | -31.7% | +73.8% | +44.4% |
| 3Y | +835.9% | -41.0% | +876.8% | +852.7% |
| 5Y | +197.6% | -38.4% | +236.0% | +202.6% |
| 10Y | +39.6% | -45.0% | +84.5% | +42.8% |
| All | -89.7% | +333.3% | -422.9% | -84.8% |
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