+189.0%
CDE vs HWM
+638.1%
-449.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.8% |
| 7D | -3.1% | -11.4% | +8.3% | +3.0% |
| 30D | +9.5% | -18.5% | +27.9% | +20.7% |
| 3M | +25.5% | -13.2% | +38.7% | +33.6% |
| 6M | -7.9% | -8.7% | +0.8% | -4.5% |
| YTD | +15.6% | +12.2% | +3.4% | +7.4% |
| 1Y | +34.0% | +24.9% | +9.1% | +17.5% |
| 3Y | +791.9% | +383.9% | +408.0% | +242.4% |
| All | +189.0% | +638.1% | -449.1% | -16.1% |
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