+791.9%
CDE vs QSR
+25.8%
+766.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -3.1% | -4.0% | +0.9% | -1.4% |
| 30D | +9.5% | +2.8% | +6.7% | +8.2% |
| 3M | +25.5% | +5.1% | +20.4% | +22.7% |
| 6M | -7.9% | +8.8% | -16.7% | -12.6% |
| YTD | +15.6% | +14.8% | +0.7% | +6.5% |
| 1Y | +34.0% | +25.7% | +8.3% | +17.3% |
| 3Y | +791.9% | +27.5% | +764.4% | +689.2% |
| All | +791.9% | +25.8% | +766.1% | +689.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling