+56.1%
CDE vs EL
+26.1%
+30.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -3.1% | -6.5% | +3.4% | -0.5% |
| 30D | +9.5% | +11.1% | -1.7% | +4.9% |
| 3M | +25.5% | +10.7% | +14.8% | +20.6% |
| 6M | -7.9% | +6.9% | -14.8% | -11.4% |
| YTD | +15.6% | -6.3% | +21.8% | +15.9% |
| 1Y | +34.0% | +13.5% | +20.6% | +24.5% |
| 3Y | +791.9% | -33.1% | +825.0% | +854.5% |
| 5Y | +197.7% | -68.8% | +266.5% | +330.9% |
| All | +56.1% | +26.1% | +30.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling