+50.8%
CDE vs HWM
+48.6%
+2.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +0.5% | -2.1% | +2.6% | +1.6% |
| 30D | +21.9% | -11.0% | +32.8% | +30.1% |
| 3M | +14.9% | +4.0% | +10.9% | +9.1% |
| 6M | -10.5% | -0.2% | -10.3% | -13.4% |
| YTD | +19.3% | +26.7% | -7.4% | +0.8% |
| 1Y | +50.8% | +44.7% | +6.1% | +16.5% |
| All | +50.8% | +48.6% | +2.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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