-92.3%
CDE vs RF
+1,444.8%
-1,537.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.9% |
| 7D | +14.0% | +0.3% | +13.7% | +14.0% |
| 30D | -10.7% | +6.2% | -16.9% | -11.8% |
| 3M | -15.8% | -7.8% | -7.9% | -14.4% |
| 6M | -17.5% | +5.9% | -23.5% | -18.5% |
| YTD | -14.1% | +9.0% | -23.2% | -15.7% |
| 1Y | +2.9% | +19.3% | -16.3% | -0.7% |
| 3Y | +625.5% | +116.4% | +509.0% | +520.5% |
| 5Y | +117.1% | +46.0% | +71.1% | +97.5% |
| 10Y | +52.9% | +239.8% | -186.9% | +14.8% |
| All | -92.3% | +1,444.8% | -1,537.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling