+5.6%
CDE vs HRB
+16.9%
-11.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +9.3% |
| 7D | +1.1% | +16.0% | -14.9% | +3.2% |
| 30D | -14.5% | +32.1% | -46.6% | -11.3% |
| 3M | -10.1% | +21.5% | -31.6% | -7.1% |
| 6M | -16.9% | +82.1% | -99.0% | -8.5% |
| YTD | -18.1% | +31.6% | -49.7% | -8.0% |
| 1Y | +5.6% | +15.9% | -10.3% | +15.4% |
| All | +5.6% | +16.9% | -11.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling