-88.2%
CDE vs HIG
+987.6%
-1,075.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +15.7% | -2.8% | +18.5% | +16.1% |
| 3M | +30.5% | +6.3% | +24.2% | +29.0% |
| 6M | -7.4% | -0.1% | -7.3% | -7.7% |
| YTD | +17.9% | +0.4% | +17.5% | +17.2% |
| 1Y | +46.7% | +6.2% | +40.5% | +44.2% |
| 3Y | +851.3% | +101.6% | +749.7% | +742.9% |
| 5Y | +202.9% | +119.8% | +83.1% | +164.5% |
| 10Y | +58.2% | +311.7% | -253.5% | +22.8% |
| All | -88.2% | +987.6% | -1,075.8% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling