+56.1%
CDE vs GNRC
+448.8%
-392.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +9.5% | -15.7% | +25.2% | +16.2% |
| 3M | +25.5% | -27.3% | +52.8% | +39.4% |
| 6M | -7.9% | -12.1% | +4.2% | -5.0% |
| YTD | +15.6% | +37.1% | -21.6% | +1.3% |
| 1Y | +34.0% | -0.5% | +34.5% | +30.6% |
| 3Y | +791.9% | +61.5% | +730.4% | +612.2% |
| 5Y | +197.7% | -58.6% | +256.3% | +253.5% |
| All | +56.1% | +448.8% | -392.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling