+334.6%
CDE vs P
+535.2%
-200.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -9.6% | +11.6% | -21.2% | -12.2% |
| 30D | -6.7% | -23.7% | +17.0% | -0.9% |
| 3M | -24.2% | -8.0% | -16.3% | -24.4% |
| 6M | -29.1% | +27.9% | -57.0% | -36.2% |
| YTD | -21.5% | +61.2% | -82.7% | -34.0% |
| 1Y | -7.4% | +28.6% | -36.0% | -18.6% |
| 3Y | +596.3% | +200.5% | +395.8% | +365.4% |
| 5Y | +95.7% | +282.9% | -187.2% | +19.9% |
| 10Y | +53.0% | +665.9% | -612.9% | -25.5% |
| All | +334.6% | +535.2% | -200.6% | +116.3% |
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 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