+202.9%
CDE vs EXC
+46.0%
+157.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +15.7% | -0.9% | +16.6% | +16.1% |
| 3M | +30.5% | -2.7% | +33.2% | +31.5% |
| 6M | -7.4% | -9.4% | +2.0% | -3.9% |
| YTD | +17.9% | +3.0% | +14.9% | +14.0% |
| 1Y | +46.7% | +5.1% | +41.6% | +40.0% |
| 3Y | +851.3% | +20.6% | +830.7% | +704.7% |
| 5Y | +202.9% | +45.7% | +157.2% | +144.4% |
| All | +202.9% | +46.0% | +157.0% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling