+83.3%
CDE vs JD
+44.3%
+39.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.5% |
| 7D | -2.3% | -4.0% | +1.8% | -1.3% |
| 30D | -12.1% | +2.7% | -14.7% | -12.6% |
| 3M | -23.9% | -13.0% | -10.9% | -21.5% |
| 6M | -29.0% | -12.7% | -16.3% | -27.1% |
| YTD | -19.7% | -0.8% | -18.9% | -19.8% |
| 1Y | -8.4% | -8.9% | +0.5% | -6.7% |
| 3Y | +578.5% | +17.0% | +561.4% | +535.5% |
| 5Y | +100.2% | -63.5% | +163.7% | +124.4% |
| 10Y | +56.5% | +30.5% | +25.9% | +45.8% |
| All | +83.3% | +44.3% | +39.1% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling