+781.5%
CDE vs EXEL
+160.7%
+620.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | -6.1% | -2.9% | -3.2% | -5.7% |
| 30D | +9.5% | +11.9% | -2.4% | +8.0% |
| 3M | +32.0% | +9.2% | +22.8% | +31.0% |
| 6M | -12.8% | +39.1% | -51.9% | -14.8% |
| YTD | +14.2% | +31.0% | -16.8% | +11.6% |
| 1Y | +36.3% | +52.3% | -16.0% | +33.6% |
| All | +781.5% | +160.7% | +620.8% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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