-9.4%
CDE vs URA
-31.1%
+21.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.5% |
| 7D | +0.5% | +1.1% | -0.6% | -0.3% |
| 30D | +21.9% | +7.4% | +14.5% | +15.6% |
| 3M | +14.9% | -8.4% | +23.3% | +23.6% |
| 6M | -10.5% | -12.7% | +2.2% | -0.2% |
| YTD | +19.3% | +7.8% | +11.5% | +14.9% |
| 1Y | +50.8% | +19.5% | +31.4% | +34.9% |
| 3Y | +782.3% | +116.4% | +665.9% | +402.6% |
| 5Y | +191.7% | +134.3% | +57.4% | +50.7% |
| 10Y | +57.6% | +359.3% | -301.6% | -53.0% |
| All | -9.4% | -31.1% | +21.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling