+189.0%
CDE vs IT
-42.9%
+231.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | 0.0% |
| 7D | -3.1% | -3.7% | +0.6% | -2.4% |
| 30D | +9.5% | +0.1% | +9.4% | +9.3% |
| 3M | +25.5% | +20.7% | +4.8% | +18.8% |
| 6M | -7.9% | +12.0% | -19.9% | -12.3% |
| YTD | +15.6% | -28.8% | +44.4% | +26.7% |
| 1Y | +34.0% | -25.5% | +59.6% | +42.7% |
| 3Y | +791.9% | -48.8% | +840.7% | +1,007.8% |
| All | +189.0% | -42.9% | +231.9% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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