+781.5%
CDE vs DRI
+52.8%
+728.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -6.1% | -4.8% | -1.2% | -4.9% |
| 30D | +9.5% | -5.2% | +14.7% | +10.8% |
| 3M | +32.0% | +2.7% | +29.3% | +30.9% |
| 6M | -12.8% | +3.6% | -16.4% | -13.8% |
| YTD | +14.2% | +15.4% | -1.2% | +9.8% |
| 1Y | +36.3% | +1.3% | +35.0% | +34.9% |
| All | +781.5% | +52.8% | +728.7% | +606.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling