+810.1%
CDE vs HWM
+389.8%
+420.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -2.0% | -8.0% | +6.1% | +1.5% |
| 30D | +15.7% | -18.0% | +33.7% | +25.4% |
| 3M | +30.5% | -9.5% | +40.0% | +35.0% |
| 6M | -7.4% | -8.4% | +1.0% | -4.8% |
| YTD | +17.9% | +13.6% | +4.3% | +11.0% |
| 1Y | +46.7% | +30.2% | +16.5% | +30.9% |
| All | +810.1% | +389.8% | +420.4% | +507.8% |
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