+46.7%
CDE vs RF
+15.2%
+31.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.0% | -0.1% | -1.8% | -1.9% |
| 30D | +15.7% | -4.0% | +19.7% | +16.3% |
| 3M | +30.5% | +5.6% | +24.9% | +27.9% |
| 6M | -7.4% | +13.1% | -20.4% | -12.2% |
| YTD | +17.9% | +13.6% | +4.4% | +14.1% |
| 1Y | +46.7% | +16.0% | +30.8% | +40.6% |
| All | +46.7% | +15.2% | +31.5% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling