+189.0%
CDE vs URA
+91.2%
+97.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.4% | +3.7% |
| 7D | -3.1% | -5.5% | +2.4% | +1.0% |
| 30D | +9.5% | -3.7% | +13.2% | +12.3% |
| 3M | +25.5% | -2.9% | +28.4% | +28.6% |
| 6M | -7.9% | -15.2% | +7.3% | +5.2% |
| YTD | +15.6% | +1.9% | +13.7% | +15.9% |
| 1Y | +34.0% | +6.9% | +27.1% | +29.7% |
| 3Y | +791.9% | +99.6% | +692.3% | +427.4% |
| All | +189.0% | +91.2% | +97.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling