+56.1%
CDE vs ETR
+296.9%
-240.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.1% |
| 30D | +9.5% | -1.8% | +11.2% | +10.6% |
| 3M | +25.5% | -3.6% | +29.1% | +28.0% |
| 6M | -7.9% | +2.6% | -10.5% | -10.1% |
| YTD | +15.6% | +16.0% | -0.5% | +4.4% |
| 1Y | +34.0% | +20.1% | +13.9% | +18.6% |
| 3Y | +791.9% | +143.6% | +648.3% | +385.3% |
| 5Y | +197.7% | +124.4% | +73.4% | +69.8% |
| All | +56.1% | +296.9% | -240.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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