+56.1%
CDE vs DRI
+353.8%
-297.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | +9.5% | -7.8% | +17.3% | +12.2% |
| 3M | +25.5% | +0.4% | +25.1% | +24.9% |
| 6M | -7.9% | +4.8% | -12.7% | -9.8% |
| YTD | +15.6% | +16.7% | -1.2% | +9.3% |
| 1Y | +34.0% | +1.5% | +32.6% | +31.9% |
| 3Y | +791.9% | +56.3% | +735.7% | +652.8% |
| 5Y | +197.7% | +66.4% | +131.3% | +144.3% |
| All | +56.1% | +353.8% | -297.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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