-12.8%
CDE vs EWT
+54.5%
-67.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -0.8% |
| 7D | -6.1% | -1.1% | -5.0% | -5.1% |
| 30D | +9.5% | +4.8% | +4.7% | +4.7% |
| 3M | +32.0% | +11.1% | +20.8% | +16.8% |
| 6M | -12.8% | +54.6% | -67.4% | -46.5% |
| All | -12.8% | +54.5% | -67.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 6mo: compounded portfolio wealth divided by compounded EWT 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…
6mo analysis · Full analysis span regression · 6 months rolling