+791.9%
CDE vs DD
+41.1%
+750.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.4% |
| 7D | -3.1% | -3.5% | +0.4% | -0.4% |
| 30D | +9.5% | -11.7% | +21.1% | +20.7% |
| 3M | +25.5% | -9.2% | +34.7% | +36.4% |
| 6M | -7.9% | -7.2% | -0.7% | -1.1% |
| YTD | +15.6% | +6.6% | +8.9% | +13.0% |
| 1Y | +34.0% | +32.0% | +2.0% | +11.1% |
| 3Y | +791.9% | +42.1% | +749.8% | +592.1% |
| All | +791.9% | +41.1% | +750.8% | +592.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling