+17.0%
CDE vs Q
+75.3%
-58.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.1% | -3.9% |
| 7D | +2.3% | +6.7% | -4.5% | -1.0% |
| 30D | +18.8% | -10.6% | +29.4% | +24.8% |
| 3M | +23.5% | -14.6% | +38.1% | +30.3% |
| 6M | -8.6% | +12.1% | -20.7% | -15.6% |
| YTD | +16.0% | +51.3% | -35.3% | +2.2% |
| All | +17.0% | +75.3% | -58.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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