-59.9%
CDE vs ET
+1,438.5%
-1,498.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +9.5% | +2.9% | +6.6% | +8.3% |
| 3M | +25.5% | +16.8% | +8.7% | +18.5% |
| 6M | -7.9% | +18.9% | -26.8% | -13.9% |
| YTD | +15.6% | +37.7% | -22.1% | +2.8% |
| 1Y | +34.0% | +32.4% | +1.6% | +20.9% |
| 3Y | +791.9% | +99.5% | +692.4% | +606.4% |
| 5Y | +197.7% | +244.0% | -46.2% | +99.8% |
| 10Y | +55.0% | +172.1% | -117.1% | +1.8% |
| All | -59.9% | +1,438.5% | -1,498.5% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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