-86.4%
CDE vs DHI
+12,501.5%
-12,587.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.3% |
| 30D | +9.5% | -5.4% | +14.9% | +10.9% |
| 3M | +25.5% | -10.4% | +35.9% | +28.6% |
| 6M | -7.9% | -2.8% | -5.1% | -7.3% |
| YTD | +15.6% | -3.4% | +19.0% | +16.1% |
| 1Y | +34.0% | -22.9% | +57.0% | +41.0% |
| 3Y | +791.9% | +20.7% | +771.2% | +737.5% |
| 5Y | +197.7% | +62.1% | +135.6% | +157.9% |
| 10Y | +55.0% | +410.4% | -355.4% | +4.3% |
| All | -86.4% | +12,501.5% | -12,587.9% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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