-40.4%
CDE vs URA
-52.4%
+12.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.0% |
| 7D | -9.6% | -1.5% | -8.1% | -8.4% |
| 30D | -6.7% | -10.4% | +3.7% | +1.4% |
| 3M | -24.2% | -29.6% | +5.4% | -1.9% |
| 6M | -29.1% | -40.3% | +11.2% | +4.6% |
| YTD | -21.5% | -25.5% | +4.0% | -0.7% |
| 1Y | -7.4% | -26.4% | +19.0% | +17.8% |
| 3Y | +596.3% | +31.4% | +564.9% | +475.5% |
| 5Y | +95.7% | +28.6% | +67.2% | +61.1% |
| 10Y | +53.0% | +260.9% | -207.9% | -45.3% |
| All | -40.4% | -52.4% | +12.0% | -27.9% |
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 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