+139.5%
CDE vs S
-56.8%
+196.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -7.7% | +8.2% | +2.0% |
| 30D | +21.9% | -5.3% | +27.2% | +22.6% |
| 3M | +14.9% | +20.3% | -5.3% | +9.8% |
| 6M | -10.5% | +47.4% | -57.9% | -19.2% |
| YTD | +19.3% | +32.5% | -13.3% | +10.0% |
| 1Y | +50.8% | +9.5% | +41.3% | +44.2% |
| 3Y | +782.3% | +15.5% | +766.8% | +722.8% |
| 5Y | +191.7% | -71.2% | +262.9% | +200.9% |
| All | +139.5% | -56.8% | +196.2% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling