+50.8%
CDE vs ESI
+44.5%
+6.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -3.6% |
| 7D | +0.5% | +3.3% | -2.8% | -1.4% |
| 30D | +21.9% | -5.9% | +27.7% | +25.6% |
| 3M | +14.9% | -14.1% | +29.0% | +23.7% |
| 6M | -10.5% | +6.6% | -17.1% | -15.9% |
| YTD | +19.3% | +45.0% | -25.8% | -4.2% |
| 1Y | +50.8% | +41.5% | +9.4% | +21.1% |
| All | +50.8% | +44.5% | +6.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling