+34.0%
CDE vs EW
+7.8%
+26.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +2.1% |
| 7D | -3.1% | -6.2% | +3.0% | -1.1% |
| 30D | +9.5% | -9.3% | +18.8% | +13.0% |
| 3M | +25.5% | -1.6% | +27.1% | +26.2% |
| 6M | -7.9% | -0.8% | -7.1% | -7.7% |
| YTD | +15.6% | -1.0% | +16.6% | +13.5% |
| 1Y | +34.0% | +8.2% | +25.9% | +58.6% |
| All | +34.0% | +7.8% | +26.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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