-33.3%
CDE vs EW
+6,974.1%
-7,007.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +21.9% | +1.0% | +20.8% | +21.5% |
| 3M | +14.9% | +2.8% | +12.1% | +14.0% |
| 6M | -10.5% | +5.5% | -16.0% | -11.8% |
| YTD | +19.3% | +5.5% | +13.8% | +17.5% |
| 1Y | +50.8% | +11.0% | +39.8% | +46.0% |
| 3Y | +782.3% | +17.7% | +764.6% | +722.4% |
| 5Y | +191.7% | -25.7% | +217.4% | +202.9% |
| 10Y | +57.6% | +132.8% | -75.2% | +24.4% |
| All | -33.3% | +6,974.1% | -7,007.4% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling