+781.5%
CDE vs IR
+5.0%
+776.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.7% |
| 7D | -6.1% | -3.1% | -3.0% | -4.2% |
| 30D | +9.5% | -14.0% | +23.5% | +20.3% |
| 3M | +32.0% | +3.7% | +28.3% | +28.0% |
| 6M | -12.8% | -15.4% | +2.6% | -3.7% |
| YTD | +14.2% | -7.7% | +21.9% | +20.7% |
| 1Y | +36.3% | -8.8% | +45.1% | +44.4% |
| All | +781.5% | +5.0% | +776.5% | +841.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling