+596.3%
CDE vs HWM
+348.7%
+247.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -9.6% | +7.3% | -16.9% | -12.5% |
| 30D | -6.7% | +1.6% | -8.3% | -7.9% |
| 3M | -24.2% | -21.9% | -2.4% | -16.2% |
| 6M | -29.1% | -19.0% | -10.1% | -23.0% |
| YTD | -21.5% | +7.9% | -29.4% | -25.0% |
| 1Y | -7.4% | +9.9% | -17.3% | -12.1% |
| 3Y | +596.3% | +342.1% | +254.2% | +218.8% |
| All | +596.3% | +348.7% | +247.6% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling