+51.6%
CDE vs RF
+223.4%
-171.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.7% |
| 7D | -9.6% | +1.9% | -11.6% | -10.2% |
| 30D | -6.7% | +7.3% | -14.0% | -8.9% |
| 3M | -24.2% | -7.9% | -16.3% | -22.1% |
| 6M | -29.1% | +10.5% | -39.6% | -31.7% |
| YTD | -21.5% | +9.6% | -31.2% | -24.3% |
| 1Y | -7.4% | +20.3% | -27.7% | -13.5% |
| 3Y | +596.3% | +119.5% | +476.8% | +420.6% |
| 5Y | +95.7% | +48.2% | +47.5% | +62.4% |
| All | +51.6% | +223.4% | -171.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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