+99.7%
CDE vs DRI
+78.6%
+21.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -9.6% | +1.1% | -10.7% | -10.0% |
| 30D | -6.7% | +9.7% | -16.4% | -9.9% |
| 3M | -24.2% | +3.2% | -27.4% | -25.3% |
| 6M | -29.1% | +20.6% | -49.7% | -34.8% |
| YTD | -21.5% | +28.3% | -49.8% | -29.9% |
| 1Y | -7.4% | +34.5% | -41.9% | -19.1% |
| 3Y | +596.3% | +66.5% | +529.8% | +419.1% |
| All | +99.7% | +78.6% | +21.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling