+99.7%
CDE vs IR
+46.0%
+53.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -9.6% | +2.5% | -12.1% | -11.0% |
| 30D | -6.7% | +9.2% | -15.8% | -11.9% |
| 3M | -24.2% | +0.9% | -25.2% | -24.9% |
| 6M | -29.1% | +19.2% | -48.3% | -37.2% |
| YTD | -21.5% | +7.5% | -29.0% | -25.2% |
| 1Y | -7.4% | +11.7% | -19.1% | -13.9% |
| 3Y | +596.3% | +23.9% | +572.4% | +481.7% |
| All | +99.7% | +46.0% | +53.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling