+189.0%
CDE vs HIG
+116.1%
+72.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.1% | -1.5% | -1.7% | -2.7% |
| 30D | +9.5% | -0.4% | +9.8% | +9.5% |
| 3M | +25.5% | +6.7% | +18.8% | +22.3% |
| 6M | -7.9% | +2.0% | -9.9% | -9.2% |
| YTD | +15.6% | +0.3% | +15.3% | +14.2% |
| 1Y | +34.0% | +4.2% | +29.9% | +30.1% |
| 3Y | +791.9% | +102.2% | +689.7% | +521.7% |
| All | +189.0% | +116.1% | +72.9% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling