+55.1%
CDE vs LII
+166.1%
-111.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -12.1% | -0.6% | -11.5% | -12.5% |
| 3M | -23.9% | -17.0% | -6.9% | -18.1% |
| 6M | -29.0% | -31.1% | +2.1% | -18.2% |
| YTD | -19.7% | -27.7% | +8.0% | -9.3% |
| 1Y | -8.4% | -26.2% | +17.8% | +2.6% |
| 3Y | +578.5% | -9.6% | +588.1% | +579.4% |
| 5Y | +100.2% | +15.7% | +84.6% | +74.3% |
| All | +55.1% | +166.1% | -111.0% | +4.9% |
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