+810.1%
CDE vs EW
+16.4%
+793.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | -2.0% | -5.1% | +3.1% | -0.1% |
| 30D | +15.7% | -6.4% | +22.1% | +18.4% |
| 3M | +30.5% | -1.6% | +32.1% | +31.1% |
| 6M | -7.4% | +2.3% | -9.7% | -8.1% |
| YTD | +17.9% | +1.1% | +16.8% | +17.5% |
| 1Y | +46.7% | +8.0% | +38.7% | +42.9% |
| All | +810.1% | +16.4% | +793.7% | +671.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling