-58.2%
CDE vs DLR
+3,617.4%
-3,675.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +2.3% | +3.4% | -1.1% | +0.5% |
| 30D | +18.8% | -2.2% | +21.0% | +20.0% |
| 3M | +23.5% | +4.7% | +18.8% | +19.9% |
| 6M | -8.6% | +9.0% | -17.7% | -12.5% |
| YTD | +16.0% | +24.1% | -8.1% | +3.8% |
| 1Y | +42.1% | +20.9% | +21.1% | +28.6% |
| 3Y | +835.9% | +60.0% | +775.9% | +634.7% |
| 5Y | +197.6% | +35.3% | +162.3% | +146.2% |
| 10Y | +39.6% | +165.8% | -126.2% | -24.9% |
| All | -58.2% | +3,617.4% | -3,675.6% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling