+50.8%
CDE vs P
+32.0%
+18.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | +0.5% | +6.5% | -6.0% | -1.6% |
| 30D | +21.9% | +18.8% | +3.0% | +12.5% |
| 3M | +14.9% | +26.7% | -11.8% | +3.0% |
| 6M | -10.5% | +62.2% | -72.7% | -28.4% |
| YTD | +19.3% | +48.5% | -29.2% | -2.0% |
| 1Y | +50.8% | +26.4% | +24.4% | +13.3% |
| All | +50.8% | +32.0% | +18.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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