-89.5%
CDE vs O
+5,367.1%
-5,456.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.5% |
| 7D | +2.3% | -0.6% | +2.8% | +2.6% |
| 30D | +18.8% | -2.0% | +20.8% | +20.0% |
| 3M | +23.5% | +3.0% | +20.5% | +21.0% |
| 6M | -8.6% | -3.6% | -5.0% | -7.2% |
| YTD | +16.0% | +12.1% | +3.9% | +8.6% |
| 1Y | +42.1% | +8.9% | +33.2% | +35.1% |
| 3Y | +835.9% | +30.3% | +805.6% | +708.1% |
| 5Y | +197.6% | +13.7% | +183.9% | +177.5% |
| 10Y | +39.6% | +50.3% | -10.7% | +6.2% |
| All | -89.5% | +5,367.1% | -5,456.6% | -96.7% |
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