-89.4%
CDE vs EXC
+2,353.7%
-2,443.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +21.9% | -3.7% | +25.6% | +23.5% |
| 3M | +14.9% | -1.3% | +16.2% | +14.9% |
| 6M | -10.5% | -9.7% | -0.8% | -7.7% |
| YTD | +19.3% | +2.9% | +16.4% | +16.6% |
| 1Y | +50.8% | +4.4% | +46.4% | +46.5% |
| 3Y | +782.3% | +22.2% | +760.1% | +698.5% |
| 5Y | +191.7% | +46.7% | +145.0% | +148.0% |
| 10Y | +57.6% | +155.3% | -97.7% | +12.5% |
| All | -89.4% | +2,353.7% | -2,443.1% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling