-89.8%
CDE vs DTE
+3,444.9%
-3,534.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -2.6% |
| 7D | -6.1% | -2.0% | -4.1% | -5.3% |
| 30D | +9.5% | -2.4% | +11.9% | +10.5% |
| 3M | +32.0% | -7.3% | +39.3% | +35.6% |
| 6M | -12.8% | -7.6% | -5.2% | -10.5% |
| YTD | +14.2% | +5.8% | +8.4% | +10.9% |
| 1Y | +36.3% | +2.3% | +34.0% | +34.3% |
| 3Y | +821.4% | +45.0% | +776.4% | +688.5% |
| 5Y | +194.3% | +33.2% | +161.0% | +160.7% |
| 10Y | +53.2% | +141.4% | -88.2% | +10.7% |
| All | -89.8% | +3,444.9% | -3,534.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling