+781.5%
CDE vs EXPE
+153.4%
+628.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -6.1% | -8.7% | +2.6% | -4.0% |
| 30D | +9.5% | -13.6% | +23.1% | +13.1% |
| 3M | +32.0% | +26.6% | +5.3% | +23.9% |
| 6M | -12.8% | +19.9% | -32.7% | -17.7% |
| YTD | +14.2% | -1.7% | +15.9% | +12.5% |
| 1Y | +36.3% | +29.4% | +6.9% | +21.8% |
| All | +781.5% | +153.4% | +628.1% | +502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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