+194.3%
CDE vs JD
-62.5%
+256.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.1% | -2.6% | -3.5% | -5.3% |
| 30D | +9.5% | -15.4% | +24.8% | +14.9% |
| 3M | +32.0% | -5.0% | +37.0% | +33.4% |
| 6M | -12.8% | +0.9% | -13.7% | -13.5% |
| YTD | +14.2% | -2.5% | +16.7% | +14.6% |
| 1Y | +36.3% | -16.0% | +52.3% | +42.6% |
| 3Y | +821.4% | -8.5% | +829.9% | +796.9% |
| 5Y | +194.3% | -61.8% | +256.0% | +226.0% |
| All | +194.3% | -62.5% | +256.7% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling