+83.0%
CDE vs HWM
+1,311.7%
-1,228.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | -3.1% | -11.4% | +8.3% | +1.0% |
| 30D | +9.5% | -18.5% | +27.9% | +17.0% |
| 3M | +25.5% | -13.2% | +38.7% | +31.1% |
| 6M | -7.9% | -8.7% | +0.8% | -5.3% |
| YTD | +15.6% | +12.2% | +3.4% | +10.7% |
| 1Y | +34.0% | +24.9% | +9.1% | +23.7% |
| 3Y | +791.9% | +383.9% | +408.0% | +415.6% |
| 5Y | +197.7% | +646.1% | -448.4% | +50.7% |
| All | +83.0% | +1,311.7% | -1,228.8% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling