-89.4%
CDE vs D
+2,347.4%
-2,436.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.5% | +1.5% | -0.9% | -0.1% |
| 30D | +21.9% | -2.6% | +24.4% | +23.3% |
| 3M | +14.9% | 0.0% | +14.9% | +14.7% |
| 6M | -10.5% | +7.4% | -17.9% | -13.6% |
| YTD | +19.3% | +15.9% | +3.4% | +11.4% |
| 1Y | +50.8% | +18.1% | +32.7% | +39.4% |
| 3Y | +782.3% | +58.4% | +723.9% | +609.4% |
| 5Y | +191.7% | +5.2% | +186.5% | +178.0% |
| 10Y | +57.6% | +35.9% | +21.8% | +33.6% |
| All | -89.4% | +2,347.4% | -2,436.8% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling