+56.1%
CDE vs HUBB
+446.9%
-390.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +9.5% | -10.0% | +19.4% | +15.9% |
| 3M | +25.5% | -1.6% | +27.1% | +26.0% |
| 6M | -7.9% | -3.1% | -4.8% | -7.0% |
| YTD | +15.6% | +4.6% | +11.0% | +12.4% |
| 1Y | +34.0% | +3.3% | +30.7% | +31.2% |
| 3Y | +791.9% | +46.6% | +745.3% | +606.4% |
| 5Y | +197.7% | +158.7% | +39.1% | +69.6% |
| All | +56.1% | +446.9% | -390.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling