+54.3%
CDE vs LII
+170.6%
-116.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -6.1% | -3.5% | -2.6% | -4.6% |
| 30D | +9.5% | -13.5% | +23.0% | +16.5% |
| 3M | +32.0% | -26.0% | +58.0% | +48.1% |
| 6M | -12.8% | -26.8% | +14.0% | -1.4% |
| YTD | +14.2% | -22.9% | +37.1% | +26.2% |
| 1Y | +36.3% | -32.6% | +68.9% | +58.5% |
| 3Y | +821.4% | -1.3% | +822.7% | +793.8% |
| 5Y | +194.3% | +23.1% | +171.2% | +151.3% |
| All | +54.3% | +170.6% | -116.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LII 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling