-41.6%
CDE vs EXPE
+776.5%
-818.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.9% | +5.2% | -0.3% |
| 7D | +2.3% | -9.8% | +12.0% | +5.5% |
| 30D | +18.8% | -11.5% | +30.3% | +23.0% |
| 3M | +23.5% | +21.7% | +1.8% | +15.3% |
| 6M | -8.6% | +10.4% | -19.0% | -12.8% |
| YTD | +16.0% | -2.5% | +18.5% | +13.3% |
| 1Y | +42.1% | +27.3% | +14.7% | +26.0% |
| 3Y | +835.9% | +153.5% | +682.4% | +541.8% |
| 5Y | +197.6% | +91.1% | +106.5% | +112.3% |
| 10Y | +39.6% | +153.1% | -113.5% | -20.2% |
| All | -41.6% | +776.5% | -818.0% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling