+5.6%
CDE vs NI
+9.5%
-3.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.3% |
| 7D | +1.1% | +3.9% | -2.8% | +0.2% |
| 30D | -14.5% | +15.3% | -29.8% | -17.8% |
| 3M | -10.1% | +2.4% | -12.4% | -10.4% |
| 6M | -16.9% | -4.5% | -12.3% | -13.1% |
| YTD | -18.1% | +11.4% | -29.5% | -27.9% |
| 1Y | +5.6% | +8.5% | -2.9% | -2.0% |
| All | +5.6% | +9.5% | -3.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling