+56.1%
CDE vs DLR
+177.5%
-121.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +9.5% | -4.3% | +13.8% | +11.7% |
| 3M | +25.5% | +3.8% | +21.7% | +22.7% |
| 6M | -7.9% | +5.8% | -13.7% | -10.1% |
| YTD | +15.6% | +23.5% | -8.0% | +5.0% |
| 1Y | +34.0% | +11.1% | +23.0% | +27.7% |
| 3Y | +791.9% | +57.9% | +734.0% | +631.7% |
| 5Y | +197.7% | +44.0% | +153.8% | +149.2% |
| All | +56.1% | +177.5% | -121.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling