+596.3%
CDE vs EXC
+31.9%
+564.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -9.6% | +1.4% | -11.0% | -9.7% |
| 30D | -6.7% | +8.6% | -15.2% | -7.5% |
| 3M | -24.2% | +2.4% | -26.6% | -24.4% |
| 6M | -29.1% | +6.5% | -35.6% | -29.8% |
| YTD | -21.5% | +9.0% | -30.6% | -22.8% |
| 1Y | -7.4% | +4.6% | -12.0% | -7.8% |
| 3Y | +596.3% | +33.5% | +562.8% | +447.0% |
| All | +596.3% | +31.9% | +564.4% | +447.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling