-88.3%
CDE vs IT
+5,548.9%
-5,637.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -2.0% | -9.1% | +7.2% | -0.3% |
| 30D | +15.7% | -12.2% | +27.9% | +18.2% |
| 3M | +30.5% | +7.8% | +22.7% | +27.2% |
| 6M | -7.4% | +2.0% | -9.4% | -9.7% |
| YTD | +17.9% | -32.7% | +50.6% | +23.3% |
| 1Y | +46.7% | -31.1% | +77.8% | +51.8% |
| 3Y | +851.3% | -52.1% | +903.4% | +945.6% |
| 5Y | +202.9% | -46.3% | +249.2% | +225.0% |
| 10Y | +58.2% | +91.4% | -33.2% | +34.5% |
| All | -88.3% | +5,548.9% | -5,637.2% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling