+104.2%
CDE vs HWM
+598.4%
-494.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | -2.3% | +11.1% | -13.4% | -7.5% |
| 30D | -12.1% | +3.0% | -15.0% | -14.0% |
| 3M | -23.9% | -20.7% | -3.2% | -15.3% |
| 6M | -29.0% | -17.2% | -11.8% | -22.9% |
| YTD | -19.7% | +9.1% | -28.8% | -24.9% |
| 1Y | -8.4% | +9.0% | -17.4% | -14.3% |
| 3Y | +578.5% | +353.8% | +224.6% | +160.2% |
| All | +104.2% | +598.4% | -494.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling