+51.6%
CDE vs URI
+1,173.3%
-1,121.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.7% |
| 7D | -9.6% | +6.7% | -16.4% | -12.0% |
| 30D | -6.7% | +8.9% | -15.5% | -10.4% |
| 3M | -24.2% | +0.5% | -24.8% | -24.9% |
| 6M | -29.1% | +20.7% | -49.8% | -35.4% |
| YTD | -21.5% | +40.0% | -61.5% | -34.3% |
| 1Y | -7.4% | +34.4% | -41.8% | -21.0% |
| 3Y | +596.3% | +149.5% | +446.8% | +352.1% |
| 5Y | +95.7% | +205.6% | -109.8% | +12.5% |
| All | +51.6% | +1,173.3% | -1,121.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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