+189.0%
CDE vs HRB
+114.1%
+74.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | -3.1% | -8.0% | +4.9% | -2.6% |
| 30D | +9.5% | -16.0% | +25.4% | +10.7% |
| 3M | +25.5% | +26.9% | -1.4% | +23.1% |
| 6M | -7.9% | +51.1% | -59.0% | -11.9% |
| YTD | +15.6% | +7.1% | +8.5% | +16.0% |
| 1Y | +34.0% | -9.6% | +43.7% | +38.0% |
| 3Y | +791.9% | +25.4% | +766.5% | +719.2% |
| All | +189.0% | +114.1% | +74.9% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling