+34.0%
CDE vs IR
-8.8%
+42.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -4.5% | +1.4% | 0.0% |
| 30D | +9.5% | -13.9% | +23.4% | +21.4% |
| 3M | +25.5% | -0.3% | +25.8% | +24.0% |
| 6M | -7.9% | -14.3% | +6.4% | +0.8% |
| YTD | +15.6% | -7.9% | +23.4% | +27.3% |
| 1Y | +34.0% | -9.9% | +43.9% | +54.1% |
| All | +34.0% | -8.8% | +42.9% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling