-93.0%
CDE vs D
+2,415.1%
-2,508.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -9.6% | -1.4% | -8.3% | -9.1% |
| 30D | -6.7% | +7.7% | -14.4% | -9.9% |
| 3M | -24.2% | -0.3% | -23.9% | -24.4% |
| 6M | -29.1% | +10.1% | -39.2% | -32.5% |
| YTD | -21.5% | +19.1% | -40.6% | -27.8% |
| 1Y | -7.4% | +15.9% | -23.3% | -13.9% |
| 3Y | +596.3% | +75.0% | +521.3% | +434.2% |
| 5Y | +95.7% | +13.4% | +82.4% | +80.5% |
| 10Y | +53.0% | +47.5% | +5.5% | +24.7% |
| All | -93.0% | +2,415.1% | -2,508.1% | -93.1% |
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