+201.6%
CDE vs IP
-17.2%
+218.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.8% |
| 7D | +0.5% | -5.3% | +5.8% | +2.8% |
| 30D | +21.9% | -10.9% | +32.7% | +28.0% |
| 3M | +14.9% | +11.2% | +3.8% | +9.5% |
| 6M | -10.5% | -10.2% | -0.3% | -7.5% |
| YTD | +19.3% | -2.0% | +21.2% | +17.8% |
| 1Y | +50.8% | -19.1% | +69.9% | +60.7% |
| 3Y | +782.3% | +20.9% | +761.5% | +606.4% |
| All | +201.6% | -17.2% | +218.8% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling