+189.0%
CDE vs NTRS
+93.2%
+95.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -3.1% | +1.4% | -4.5% | -3.9% |
| 30D | +9.5% | -0.7% | +10.1% | +9.6% |
| 3M | +25.5% | +11.3% | +14.2% | +18.1% |
| 6M | -7.9% | +35.5% | -43.4% | -22.6% |
| YTD | +15.6% | +40.6% | -25.0% | -4.4% |
| 1Y | +34.0% | +49.2% | -15.2% | +7.5% |
| 3Y | +791.9% | +167.2% | +624.7% | +411.5% |
| All | +189.0% | +93.2% | +95.8% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling