+56.1%
CDE vs NTRS
+259.9%
-203.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.7% |
| 30D | +9.5% | -0.7% | +10.1% | +9.6% |
| 3M | +25.5% | +11.3% | +14.2% | +19.9% |
| 6M | -7.9% | +35.5% | -43.4% | -19.1% |
| YTD | +15.6% | +40.6% | -25.0% | +0.4% |
| 1Y | +34.0% | +49.2% | -15.2% | +13.7% |
| 3Y | +791.9% | +167.2% | +624.7% | +496.2% |
| 5Y | +197.7% | +94.9% | +102.8% | +117.7% |
| All | +56.1% | +259.9% | -203.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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