-88.4%
CDE vs EL
+1,648.4%
-1,736.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | +2.3% | +1.7% | +0.6% | +1.7% |
| 30D | +18.8% | +15.5% | +3.3% | +13.2% |
| 3M | +23.5% | +20.6% | +2.9% | +16.2% |
| 6M | -8.6% | +10.5% | -19.1% | -12.4% |
| YTD | +16.0% | -1.9% | +17.9% | +14.8% |
| 1Y | +42.1% | +16.1% | +26.0% | +32.9% |
| 3Y | +835.9% | -30.2% | +866.1% | +873.5% |
| 5Y | +197.6% | -67.4% | +265.0% | +289.3% |
| 10Y | +39.6% | +31.2% | +8.3% | +18.0% |
| All | -88.4% | +1,648.4% | -1,736.8% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling