+99.7%
CDE vs IP
-13.5%
+113.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.8% |
| 7D | -9.6% | -0.3% | -9.3% | -9.4% |
| 30D | -6.7% | +7.9% | -14.6% | -9.8% |
| 3M | -24.2% | -15.3% | -8.9% | -19.0% |
| 6M | -29.1% | +10.5% | -39.6% | -32.2% |
| YTD | -21.5% | -9.4% | -12.1% | -20.0% |
| 1Y | -7.4% | -4.6% | -2.7% | -7.9% |
| 3Y | +596.3% | +21.2% | +575.1% | +445.3% |
| All | +99.7% | -13.5% | +113.2% | +87.1% |
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 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