+810.1%
CDE vs JD
-8.1%
+818.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.5% |
| 7D | -2.0% | -3.0% | +1.0% | -0.9% |
| 30D | +15.7% | -19.3% | +35.0% | +24.7% |
| 3M | +30.5% | -6.0% | +36.5% | +32.6% |
| 6M | -7.4% | +1.8% | -9.2% | -8.7% |
| YTD | +17.9% | -2.6% | +20.5% | +18.3% |
| 1Y | +46.7% | -17.4% | +64.2% | +55.5% |
| All | +810.1% | -8.1% | +818.2% | +815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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