-89.7%
CDE vs ITW
+9,520.7%
-9,610.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | +9.5% | -8.3% | +17.8% | +13.3% |
| 3M | +25.5% | +6.0% | +19.5% | +22.4% |
| 6M | -7.9% | 0.0% | -7.9% | -7.9% |
| YTD | +15.6% | +10.2% | +5.3% | +11.3% |
| 1Y | +34.0% | +3.2% | +30.8% | +31.9% |
| 3Y | +791.9% | +21.0% | +770.9% | +725.8% |
| 5Y | +197.7% | +37.9% | +159.8% | +161.8% |
| 10Y | +55.0% | +193.2% | -138.2% | +3.8% |
| All | -89.7% | +9,520.7% | -9,610.4% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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