+189.0%
CDE vs DTE
+30.3%
+158.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.0% |
| 7D | -3.1% | -2.6% | -0.5% | -1.6% |
| 30D | +9.5% | -4.4% | +13.9% | +12.4% |
| 3M | +25.5% | -8.3% | +33.8% | +31.7% |
| 6M | -7.9% | -8.1% | +0.2% | -3.9% |
| YTD | +15.6% | +4.4% | +11.1% | +10.0% |
| 1Y | +34.0% | +0.2% | +33.9% | +31.7% |
| 3Y | +791.9% | +42.6% | +749.3% | +547.0% |
| All | +189.0% | +30.3% | +158.7% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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