+189.0%
CDE vs EW
-30.6%
+219.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +2.4% |
| 7D | -3.1% | -6.2% | +3.0% | -0.5% |
| 30D | +9.5% | -9.3% | +18.8% | +14.1% |
| 3M | +25.5% | -1.6% | +27.1% | +26.1% |
| 6M | -7.9% | -0.8% | -7.1% | -7.7% |
| YTD | +15.6% | -1.0% | +16.6% | +15.9% |
| 1Y | +34.0% | +8.2% | +25.9% | +28.8% |
| 3Y | +791.9% | +12.7% | +779.2% | +687.9% |
| All | +189.0% | -30.6% | +219.6% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling