-89.0%
CDE vs DRI
+7,577.6%
-7,666.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +21.9% | +3.8% | +18.0% | +20.7% |
| 3M | +14.9% | +13.0% | +1.9% | +11.3% |
| 6M | -10.5% | +8.3% | -18.8% | -12.6% |
| YTD | +19.3% | +20.6% | -1.4% | +13.5% |
| 1Y | +50.8% | +6.5% | +44.4% | +47.4% |
| 3Y | +782.3% | +53.7% | +728.6% | +682.5% |
| 5Y | +191.7% | +72.7% | +119.0% | +150.9% |
| 10Y | +57.6% | +363.2% | -305.5% | +2.7% |
| All | -89.0% | +7,577.6% | -7,666.6% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling