-89.4%
CDE vs RF
+1,537.4%
-1,626.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +21.9% | -3.6% | +25.5% | +22.7% |
| 3M | +14.9% | +8.1% | +6.9% | +13.0% |
| 6M | -10.5% | +11.5% | -22.0% | -12.5% |
| YTD | +19.3% | +15.6% | +3.7% | +15.6% |
| 1Y | +50.8% | +15.7% | +35.1% | +45.9% |
| 3Y | +782.3% | +86.9% | +695.4% | +673.1% |
| 5Y | +191.7% | +89.8% | +101.9% | +152.4% |
| 10Y | +57.6% | +344.7% | -287.1% | +12.7% |
| All | -89.4% | +1,537.4% | -1,626.8% | -92.4% |
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