+791.9%
CDE vs EFV
+90.2%
+701.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -1.1% |
| 7D | -3.1% | -0.8% | -2.3% | -1.4% |
| 30D | +9.5% | +0.6% | +8.8% | +8.0% |
| 3M | +25.5% | +7.5% | +18.0% | +8.8% |
| 6M | -7.9% | +13.0% | -20.9% | -26.2% |
| YTD | +15.6% | +18.3% | -2.8% | -14.2% |
| 1Y | +34.0% | +26.7% | +7.3% | -12.0% |
| 3Y | +791.9% | +89.6% | +702.3% | +164.1% |
| All | +791.9% | +90.2% | +701.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling