+810.1%
CDE vs ES
+30.3%
+779.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +15.7% | -1.0% | +16.7% | +16.1% |
| 3M | +30.5% | +1.5% | +29.0% | +29.1% |
| 6M | -7.4% | -3.5% | -3.9% | -6.4% |
| YTD | +17.9% | +7.0% | +10.9% | +13.6% |
| 1Y | +46.7% | +15.3% | +31.4% | +33.5% |
| All | +810.1% | +30.3% | +779.8% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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