-12.8%
CDE vs DTE
-8.0%
-4.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -3.2% |
| 7D | -6.1% | -2.0% | -4.1% | -6.2% |
| 30D | +9.5% | -2.4% | +11.9% | +9.2% |
| 3M | +32.0% | -7.3% | +39.3% | +31.6% |
| 6M | -12.8% | -7.6% | -5.2% | -12.2% |
| All | -12.8% | -8.0% | -4.7% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling