+56.1%
CDE vs EXC
+158.0%
-101.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.4% |
| 30D | +9.5% | -3.6% | +13.1% | +12.0% |
| 3M | +25.5% | -4.3% | +29.7% | +28.3% |
| 6M | -7.9% | -9.9% | +2.1% | -2.8% |
| YTD | +15.6% | +1.8% | +13.8% | +11.2% |
| 1Y | +34.0% | +2.9% | +31.2% | +27.7% |
| 3Y | +791.9% | +19.1% | +772.8% | +639.9% |
| 5Y | +197.7% | +44.8% | +152.9% | +111.5% |
| All | +56.1% | +158.0% | -101.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling