-18.5%
CDE vs EWT
+573.9%
-592.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.7% |
| 7D | -6.1% | -1.1% | -5.0% | -5.5% |
| 30D | +9.5% | +4.8% | +4.7% | +6.6% |
| 3M | +32.0% | +11.1% | +20.8% | +24.3% |
| 6M | -12.8% | +54.6% | -67.4% | -31.4% |
| YTD | +14.2% | +71.4% | -57.2% | -14.5% |
| 1Y | +36.3% | +82.1% | -45.8% | -1.0% |
| 3Y | +821.4% | +193.2% | +628.2% | +430.6% |
| 5Y | +194.3% | +146.1% | +48.2% | +87.6% |
| 10Y | +53.2% | +505.0% | -451.8% | -35.1% |
| All | -18.5% | +573.9% | -592.5% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling