-45.1%
CDE vs EFV
+252.1%
-297.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | -6.1% | -2.0% | -4.1% | -3.6% |
| 30D | +9.5% | -0.2% | +9.7% | +9.8% |
| 3M | +32.0% | +9.1% | +22.9% | +19.4% |
| 6M | -12.8% | +11.7% | -24.5% | -22.1% |
| YTD | +14.2% | +17.0% | -2.8% | -2.9% |
| 1Y | +36.3% | +26.7% | +9.6% | +5.9% |
| 3Y | +821.4% | +90.2% | +731.2% | +354.4% |
| 5Y | +194.3% | +96.1% | +98.2% | +44.5% |
| 10Y | +53.2% | +164.5% | -111.3% | -46.4% |
| All | -45.1% | +252.1% | -297.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling