+5.6%
CDE vs P
+19.7%
-14.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.0% | +13.7% | +10.0% |
| 7D | +1.1% | -19.4% | +20.5% | +6.7% |
| 30D | -14.5% | -22.3% | +7.8% | -9.1% |
| 3M | -10.1% | +33.2% | -43.2% | -19.8% |
| 6M | -16.9% | +53.6% | -70.5% | -30.6% |
| YTD | -18.1% | +66.8% | -84.9% | -33.9% |
| 1Y | +5.6% | +17.5% | -11.9% | -9.3% |
| All | +5.6% | +19.7% | -14.1% | -9.3% |
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