-92.3%
CDE vs IP
+331.0%
-423.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +18.1% | -5.1% | +23.2% | +20.1% |
| 30D | -6.2% | +8.5% | -14.8% | -8.9% |
| 3M | -1.2% | -13.8% | +12.7% | +3.6% |
| 6M | -17.4% | +5.7% | -23.1% | -19.2% |
| YTD | -13.1% | -9.1% | -4.0% | -11.8% |
| 1Y | +7.3% | -0.8% | +8.1% | +5.6% |
| 3Y | +522.0% | +14.8% | +507.2% | +466.8% |
| 5Y | +123.2% | -11.5% | +134.7% | +120.4% |
| 10Y | +37.9% | +27.9% | +10.0% | +15.6% |
| All | -92.3% | +331.0% | -423.2% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling