+39.6%
CDE vs IP
+20.7%
+18.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +18.8% | -11.2% | +30.0% | +24.4% |
| 3M | +23.5% | +12.3% | +11.2% | +17.4% |
| 6M | -8.6% | -5.2% | -3.4% | -7.7% |
| YTD | +16.0% | -4.0% | +20.0% | +15.6% |
| 1Y | +42.1% | -19.2% | +61.3% | +50.8% |
| 3Y | +835.9% | +20.3% | +815.6% | +704.5% |
| 5Y | +197.6% | -17.5% | +215.1% | +193.7% |
| 10Y | +39.6% | +21.2% | +18.4% | +10.1% |
| All | +39.6% | +20.7% | +18.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling