+135.5%
CDE vs QS
-46.4%
+181.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.9% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | +9.5% | -17.2% | +26.7% | +12.1% |
| 3M | +25.5% | -27.0% | +52.5% | +30.1% |
| 6M | -7.9% | -24.6% | +16.7% | -4.6% |
| YTD | +15.6% | -49.3% | +64.9% | +25.1% |
| 1Y | +34.0% | -40.3% | +74.4% | +41.6% |
| 3Y | +791.9% | -23.8% | +815.7% | +767.7% |
| 5Y | +197.7% | -75.0% | +272.7% | +199.0% |
| All | +135.5% | -46.4% | +181.9% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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