+27.1%
CDE vs HWM
+1,272.7%
-1,245.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -2.3% | +11.1% | -13.4% | -5.8% |
| 30D | -12.1% | +3.0% | -15.0% | -13.3% |
| 3M | -23.9% | -20.7% | -3.2% | -18.3% |
| 6M | -29.0% | -17.2% | -11.8% | -24.9% |
| YTD | -19.7% | +9.1% | -28.8% | -22.6% |
| 1Y | -8.4% | +9.0% | -17.4% | -11.7% |
| 3Y | +578.5% | +353.8% | +224.6% | +300.0% |
| 5Y | +100.2% | +608.0% | -507.8% | +2.7% |
| 10Y | +56.5% | +1,510.3% | -1,453.9% | -29.5% |
| All | +27.1% | +1,272.7% | -1,245.6% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling