+56.1%
CDE vs ELV
+280.2%
-224.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -3.1% | +3.2% | -6.3% | -4.1% |
| 30D | +9.5% | +5.4% | +4.1% | +7.7% |
| 3M | +25.5% | +5.4% | +20.1% | +23.3% |
| 6M | -7.9% | +45.7% | -53.6% | -17.9% |
| YTD | +15.6% | +21.2% | -5.6% | +7.7% |
| 1Y | +34.0% | +35.6% | -1.6% | +20.8% |
| 3Y | +791.9% | -2.0% | +793.9% | +761.9% |
| 5Y | +197.7% | +26.0% | +171.7% | +167.5% |
| All | +56.1% | +280.2% | -224.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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