+791.9%
CDE vs MKTX
-25.3%
+817.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +9.5% | +0.7% | +8.7% | +9.3% |
| 3M | +25.5% | +40.8% | -15.3% | +16.4% |
| 6M | -7.9% | -8.0% | +0.1% | -6.3% |
| YTD | +15.6% | -8.7% | +24.3% | +17.9% |
| 1Y | +34.0% | -11.8% | +45.9% | +37.5% |
| 3Y | +791.9% | -24.0% | +815.9% | +828.7% |
| All | +791.9% | -25.3% | +817.2% | +828.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling