-89.8%
CDE vs DE
+14,511.5%
-14,601.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.2% |
| 30D | +9.5% | +9.7% | -0.2% | +5.1% |
| 3M | +32.0% | +21.4% | +10.6% | +21.6% |
| 6M | -12.8% | +15.0% | -27.8% | -17.9% |
| YTD | +14.2% | +46.4% | -32.2% | -2.2% |
| 1Y | +36.3% | +45.6% | -9.3% | +16.2% |
| 3Y | +821.4% | +76.8% | +744.6% | +625.7% |
| 5Y | +194.3% | +99.4% | +94.9% | +119.7% |
| 10Y | +53.2% | +864.6% | -811.3% | -36.9% |
| All | -89.8% | +14,511.5% | -14,601.3% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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