+56.1%
CDE vs ETN
+730.7%
-674.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.9% |
| 7D | -3.1% | +3.5% | -6.6% | -5.0% |
| 30D | +9.5% | -7.5% | +17.0% | +13.7% |
| 3M | +25.5% | +8.3% | +17.2% | +19.0% |
| 6M | -7.9% | +20.2% | -28.1% | -16.7% |
| YTD | +15.6% | +34.7% | -19.1% | -1.0% |
| 1Y | +34.0% | +19.4% | +14.6% | +21.8% |
| 3Y | +791.9% | +85.5% | +706.4% | +540.6% |
| 5Y | +197.7% | +186.6% | +11.1% | +70.3% |
| All | +56.1% | +730.7% | -674.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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