+56.1%
CDE vs UL
+66.7%
-10.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -1.2% |
| 30D | +9.5% | +0.5% | +9.0% | +9.1% |
| 3M | +25.5% | +7.2% | +18.2% | +19.6% |
| 6M | -7.9% | -3.1% | -4.8% | -7.3% |
| YTD | +15.6% | -2.7% | +18.3% | +15.9% |
| 1Y | +34.0% | -10.2% | +44.3% | +40.4% |
| 3Y | +791.9% | +20.3% | +771.7% | +662.6% |
| 5Y | +197.7% | +19.9% | +177.8% | +150.6% |
| All | +56.1% | +66.7% | -10.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling