-92.8%
CDE vs D
+2,409.5%
-2,502.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | -12.1% | +8.4% | -20.4% | -15.3% |
| 3M | -23.9% | +0.2% | -24.2% | -24.3% |
| 6M | -29.0% | +9.5% | -38.5% | -32.3% |
| YTD | -19.7% | +18.8% | -38.5% | -26.0% |
| 1Y | -8.4% | +14.7% | -23.1% | -14.5% |
| 3Y | +578.5% | +72.9% | +505.5% | +423.3% |
| 5Y | +100.2% | +13.1% | +87.1% | +84.9% |
| 10Y | +56.5% | +47.2% | +9.3% | +27.7% |
| All | -92.8% | +2,409.5% | -2,502.3% | -92.9% |
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