-15.1%
CDE vs EXEL
+264.7%
-279.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.5% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +18.8% | +6.7% | +12.1% | +17.9% |
| 3M | +23.5% | +11.5% | +12.0% | +22.0% |
| 6M | -8.6% | +38.8% | -47.4% | -12.0% |
| YTD | +16.0% | +31.6% | -15.6% | +12.3% |
| 1Y | +42.1% | +53.0% | -11.0% | +34.8% |
| 3Y | +835.9% | +160.8% | +675.1% | +720.2% |
| 5Y | +197.6% | +190.1% | +7.5% | +156.0% |
| 10Y | +39.6% | +367.0% | -327.4% | +7.4% |
| All | -15.1% | +264.7% | -279.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling