+137.3%
CDE vs RF
+46.7%
+90.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.5% |
| 7D | +23.5% | -0.1% | +23.6% | +23.6% |
| 30D | -4.0% | +7.0% | -11.0% | -6.5% |
| 3M | -5.4% | -7.0% | +1.6% | -2.9% |
| 6M | -11.3% | +6.8% | -18.0% | -13.9% |
| YTD | -7.6% | +9.9% | -17.5% | -11.6% |
| 1Y | +12.1% | +21.1% | -9.0% | +3.4% |
| 3Y | +652.0% | +119.6% | +532.4% | +434.4% |
| 5Y | +137.3% | +46.2% | +91.1% | +88.8% |
| All | +137.3% | +46.7% | +90.6% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling