+120.1%
CDE vs IR
+271.1%
-151.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -4.5% | +1.4% | -1.1% |
| 30D | +9.5% | -13.9% | +23.4% | +17.0% |
| 3M | +25.5% | -0.3% | +25.8% | +25.3% |
| 6M | -7.9% | -14.3% | +6.4% | -1.3% |
| YTD | +15.6% | -7.9% | +23.4% | +20.4% |
| 1Y | +34.0% | -9.9% | +43.9% | +40.5% |
| 3Y | +791.9% | +6.5% | +785.4% | +767.6% |
| 5Y | +197.7% | +34.0% | +163.7% | +160.6% |
| All | +120.1% | +271.1% | -151.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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