+804.8%
CDE vs DOC
+20.8%
+784.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.6% |
| 7D | +0.5% | -1.5% | +2.0% | +1.6% |
| 30D | +21.9% | -4.8% | +26.6% | +26.3% |
| 3M | +14.9% | +6.9% | +8.0% | +9.0% |
| 6M | -10.5% | +20.7% | -31.3% | -22.7% |
| YTD | +19.3% | +34.1% | -14.9% | -5.5% |
| 1Y | +50.8% | +22.6% | +28.2% | +27.3% |
| All | +804.8% | +20.8% | +784.1% | +654.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling