+111.0%
CDE vs DOC
-22.1%
+133.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | +4.2% | +6.2% | -2.0% | -0.1% |
| 30D | -14.8% | +6.5% | -21.3% | -18.9% |
| 3M | -16.1% | -6.2% | -9.8% | -12.2% |
| 6M | -14.5% | +25.6% | -40.1% | -29.1% |
| YTD | -17.9% | +32.1% | -49.9% | -34.9% |
| 1Y | +3.2% | +20.3% | -17.1% | -12.2% |
| 3Y | +467.7% | +42.7% | +425.0% | +317.3% |
| 5Y | +111.0% | -22.2% | +133.2% | +148.1% |
| All | +111.0% | -22.1% | +133.1% | +148.1% |
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