+56.1%
CDE vs DD
+66.6%
-10.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -3.1% | -3.5% | +0.4% | -1.2% |
| 30D | +9.5% | -11.7% | +21.1% | +17.4% |
| 3M | +25.5% | -9.2% | +34.7% | +33.3% |
| 6M | -7.9% | -7.2% | -0.7% | -3.0% |
| YTD | +15.6% | +6.6% | +8.9% | +13.5% |
| 1Y | +34.0% | +32.0% | +2.0% | +16.5% |
| 3Y | +791.9% | +42.1% | +749.8% | +643.0% |
| 5Y | +197.7% | +58.1% | +139.7% | +131.7% |
| All | +56.1% | +66.6% | -10.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling