-89.7%
CDE vs UL
+2,632.7%
-2,722.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +18.8% | +0.9% | +17.9% | +18.3% |
| 3M | +23.5% | +14.2% | +9.3% | +16.6% |
| 6M | -8.6% | -3.2% | -5.5% | -8.2% |
| YTD | +16.0% | -0.3% | +16.3% | +15.1% |
| 1Y | +42.1% | -8.8% | +50.8% | +45.5% |
| 3Y | +835.9% | +23.9% | +812.0% | +745.1% |
| 5Y | +197.6% | +21.4% | +176.2% | +169.0% |
| 10Y | +39.6% | +66.7% | -27.1% | +13.1% |
| All | -89.7% | +2,632.7% | -2,722.4% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling