-93.0%
CDE vs EXC
+2,500.5%
-2,593.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | -9.6% | +1.4% | -11.0% | -10.1% |
| 30D | -6.7% | +8.6% | -15.2% | -9.7% |
| 3M | -24.2% | +2.4% | -26.6% | -25.1% |
| 6M | -29.1% | +6.5% | -35.6% | -31.2% |
| YTD | -21.5% | +9.0% | -30.6% | -25.1% |
| 1Y | -7.4% | +4.6% | -12.0% | -10.2% |
| 3Y | +596.3% | +33.5% | +562.8% | +507.6% |
| 5Y | +95.7% | +41.4% | +54.3% | +68.2% |
| 10Y | +53.0% | +204.3% | -151.3% | +2.8% |
| All | -93.0% | +2,500.5% | -2,593.5% | -92.1% |
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