-89.7%
CDE vs DD
+959.7%
-1,049.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +18.8% | -7.4% | +26.2% | +22.3% |
| 3M | +23.5% | -6.4% | +29.9% | +27.2% |
| 6M | -8.6% | -2.5% | -6.2% | -7.0% |
| YTD | +16.0% | +10.2% | +5.8% | +13.3% |
| 1Y | +42.1% | +36.9% | +5.1% | +27.6% |
| 3Y | +835.9% | +47.0% | +788.9% | +723.2% |
| 5Y | +197.6% | +63.1% | +134.5% | +152.4% |
| 10Y | +39.6% | +68.2% | -28.6% | +10.5% |
| All | -89.7% | +959.7% | -1,049.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling