+61.1%
CDE vs ESI
+222.6%
-161.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -2.0% | +3.9% | -5.9% | -3.5% |
| 30D | +15.7% | -3.8% | +19.5% | +17.3% |
| 3M | +30.5% | -13.1% | +43.6% | +37.3% |
| 6M | -7.4% | +11.3% | -18.7% | -11.9% |
| YTD | +17.9% | +44.1% | -26.2% | +1.4% |
| 1Y | +46.7% | +40.3% | +6.4% | +27.0% |
| 3Y | +851.3% | +84.1% | +767.2% | +642.5% |
| 5Y | +202.9% | +75.8% | +127.1% | +136.5% |
| 10Y | +58.2% | +320.7% | -262.5% | -13.8% |
| All | +61.1% | +222.6% | -161.5% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling