+51.6%
CDE vs LII
+169.1%
-117.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.7% |
| 7D | -9.6% | +2.9% | -12.6% | -10.7% |
| 30D | -6.7% | +0.9% | -7.6% | -7.7% |
| 3M | -24.2% | -15.5% | -8.7% | -19.0% |
| 6M | -29.1% | -30.2% | +1.1% | -18.8% |
| YTD | -21.5% | -26.8% | +5.3% | -11.8% |
| 1Y | -7.4% | -25.3% | +17.9% | +3.2% |
| 3Y | +596.3% | -7.8% | +604.1% | +591.0% |
| 5Y | +95.7% | +17.0% | +78.8% | +69.6% |
| All | +51.6% | +169.1% | -117.5% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling