+197.6%
CDE vs RF
+89.9%
+107.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | +2.3% | +2.7% | -0.4% | +1.3% |
| 30D | +18.8% | -3.4% | +22.2% | +20.1% |
| 3M | +23.5% | +6.4% | +17.1% | +20.1% |
| 6M | -8.6% | +13.4% | -22.0% | -13.4% |
| YTD | +16.0% | +14.2% | +1.8% | +9.4% |
| 1Y | +42.1% | +15.7% | +26.4% | +32.8% |
| 3Y | +835.9% | +91.3% | +744.6% | +592.6% |
| 5Y | +197.6% | +89.8% | +107.8% | +123.2% |
| All | +197.6% | +89.9% | +107.7% | +123.2% |
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