+34.0%
CDE vs EXE
+1.0%
+33.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.9% |
| 7D | -3.1% | -3.1% | 0.0% | -3.5% |
| 30D | +9.5% | -0.9% | +10.4% | +9.4% |
| 3M | +25.5% | +9.6% | +15.9% | +26.9% |
| 6M | -7.9% | -11.6% | +3.7% | -9.5% |
| YTD | +15.6% | -12.6% | +28.1% | +13.0% |
| 1Y | +34.0% | +1.2% | +32.9% | +48.9% |
| All | +34.0% | +1.0% | +33.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling