+560.4%
CDE vs P
+485.4%
+75.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | +0.5% | +6.5% | -6.0% | -1.2% |
| 30D | +21.9% | +18.8% | +3.0% | +15.1% |
| 3M | +14.9% | +26.7% | -11.8% | +6.5% |
| 6M | -10.5% | +62.2% | -72.7% | -23.3% |
| YTD | +19.3% | +48.5% | -29.2% | +4.4% |
| 1Y | +50.8% | +26.4% | +24.4% | +35.7% |
| 3Y | +782.3% | +159.4% | +622.9% | +522.3% |
| 5Y | +191.7% | +275.8% | -84.1% | +83.1% |
| 10Y | +57.6% | +732.0% | -674.4% | -22.4% |
| All | +560.4% | +485.4% | +75.0% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling