+791.9%
CDE vs HIG
+101.1%
+690.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -3.1% | -1.5% | -1.7% | -3.0% |
| 30D | +9.5% | -0.4% | +9.8% | +9.5% |
| 3M | +25.5% | +6.7% | +18.8% | +24.1% |
| 6M | -7.9% | +2.0% | -9.9% | -8.3% |
| YTD | +15.6% | +0.3% | +15.3% | +15.3% |
| 1Y | +34.0% | +4.2% | +29.9% | +32.6% |
| 3Y | +791.9% | +102.2% | +689.7% | +572.0% |
| All | +791.9% | +101.1% | +690.8% | +572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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