+5.6%
CDE vs D
+23.9%
-18.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +7.7% |
| 7D | +1.1% | +8.5% | -7.4% | -0.4% |
| 30D | -14.5% | +14.3% | -28.8% | -17.0% |
| 3M | -10.1% | +1.8% | -11.8% | -10.0% |
| 6M | -16.9% | +13.0% | -29.9% | -19.5% |
| YTD | -18.1% | +22.7% | -40.9% | -20.7% |
| 1Y | +5.6% | +22.6% | -17.0% | +1.6% |
| All | +5.6% | +23.9% | -18.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling