+835.9%
CDE vs EXPD
+66.3%
+769.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +18.8% | +4.1% | +14.7% | +17.5% |
| 3M | +23.5% | +13.8% | +9.7% | +19.0% |
| 6M | -8.6% | +27.3% | -35.9% | -15.1% |
| YTD | +16.0% | +25.4% | -9.4% | +8.4% |
| 1Y | +42.1% | +54.4% | -12.3% | +23.8% |
| 3Y | +835.9% | +67.9% | +768.0% | +596.0% |
| All | +835.9% | +66.3% | +769.6% | +596.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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