-92.5%
CDE vs RF
+1,441.6%
-1,534.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | -10.3% | +4.6% | -15.0% | -11.1% |
| 3M | -19.1% | -8.4% | -10.7% | -17.7% |
| 6M | -24.0% | +8.9% | -32.9% | -25.3% |
| YTD | -15.6% | +8.8% | -24.4% | -17.1% |
| 1Y | -1.1% | +18.9% | -20.0% | -4.5% |
| 3Y | +613.1% | +116.0% | +497.1% | +510.2% |
| 5Y | +109.3% | +46.0% | +63.2% | +90.4% |
| 10Y | +64.4% | +231.7% | -167.3% | +24.0% |
| All | -92.5% | +1,441.6% | -1,534.1% | -94.5% |
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