+202.9%
CDE vs P
+274.2%
-71.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +2.9% |
| 7D | -2.0% | +5.0% | -7.0% | -3.5% |
| 30D | +15.7% | -0.9% | +16.6% | +14.6% |
| 3M | +30.5% | +38.7% | -8.1% | +15.6% |
| 6M | -7.4% | +54.4% | -61.8% | -21.6% |
| YTD | +17.9% | +44.8% | -26.9% | +1.4% |
| 1Y | +46.7% | +22.5% | +24.2% | +30.2% |
| 3Y | +851.3% | +148.2% | +703.1% | +525.9% |
| 5Y | +202.9% | +268.9% | -66.0% | +68.1% |
| All | +202.9% | +274.2% | -71.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling