+5.6%
CDE vs DGX
+45.0%
-39.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +9.3% |
| 7D | +1.1% | +4.1% | -3.0% | +1.8% |
| 30D | -14.5% | +10.5% | -25.0% | -12.8% |
| 3M | -10.1% | +9.8% | -19.9% | -8.4% |
| 6M | -16.9% | +34.6% | -51.4% | -9.9% |
| YTD | -18.1% | +49.8% | -68.0% | -7.8% |
| 1Y | +5.6% | +46.0% | -40.4% | +19.6% |
| All | +5.6% | +45.0% | -39.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling