+810.1%
CDE vs S
+13.6%
+796.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.0% | -1.2% | -0.7% | -1.6% |
| 30D | +15.7% | -12.6% | +28.3% | +19.0% |
| 3M | +30.5% | +27.6% | +3.0% | +20.2% |
| 6M | -7.4% | +35.5% | -42.9% | -17.8% |
| YTD | +17.9% | +29.6% | -11.7% | +5.7% |
| 1Y | +46.7% | +8.1% | +38.6% | +38.9% |
| All | +810.1% | +13.6% | +796.5% | +696.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling