+56.1%
CDE vs P
+718.8%
-662.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.2% | 0.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +9.5% | -11.9% | +21.3% | +12.5% |
| 3M | +25.5% | +41.6% | -16.1% | +12.0% |
| 6M | -7.9% | +58.1% | -66.0% | -21.0% |
| YTD | +15.6% | +46.5% | -31.0% | +0.9% |
| 1Y | +34.0% | +19.1% | +15.0% | +21.9% |
| 3Y | +791.9% | +150.6% | +641.3% | +523.7% |
| 5Y | +197.7% | +271.8% | -74.0% | +82.7% |
| All | +56.1% | +718.8% | -662.8% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling