-92.9%
CDE vs O
+5,221.5%
-5,314.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -9.6% | -0.4% | -9.3% | -9.4% |
| 30D | -6.7% | +7.1% | -13.8% | -10.1% |
| 3M | -24.2% | -5.2% | -19.0% | -22.1% |
| 6M | -29.1% | -1.8% | -27.3% | -28.9% |
| YTD | -21.5% | +9.1% | -30.6% | -25.5% |
| 1Y | -7.4% | +9.7% | -17.1% | -12.4% |
| 3Y | +596.3% | +39.1% | +557.2% | +482.2% |
| 5Y | +95.7% | +8.4% | +87.4% | +87.4% |
| 10Y | +53.0% | +80.2% | -27.2% | +5.9% |
| All | -92.9% | +5,221.5% | -5,314.3% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 all: compounded portfolio wealth divided by compounded O 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…
all analysis · Full analysis span regression · 6 months rolling