+202.9%
CDE vs D
+5.1%
+197.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | +15.7% | -2.1% | +17.8% | +16.9% |
| 3M | +30.5% | -0.7% | +31.3% | +30.8% |
| 6M | -7.4% | +5.6% | -13.0% | -10.7% |
| YTD | +17.9% | +14.6% | +3.3% | +8.4% |
| 1Y | +46.7% | +15.3% | +31.4% | +34.0% |
| 3Y | +851.3% | +59.1% | +792.2% | +576.8% |
| 5Y | +202.9% | +3.9% | +199.0% | +181.8% |
| All | +202.9% | +5.1% | +197.8% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling