+201.6%
CDE vs DOC
-24.5%
+226.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.4% |
| 3M | +14.9% | +6.9% | +8.0% | +8.8% |
| 6M | -10.5% | +20.7% | -31.3% | -23.1% |
| YTD | +19.3% | +34.1% | -14.9% | -5.7% |
| 1Y | +50.8% | +22.6% | +28.2% | +26.9% |
| 3Y | +782.3% | +20.8% | +761.5% | +641.4% |
| All | +201.6% | -24.5% | +226.1% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling