-29.0%
CDE vs URI
+21.0%
-50.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.6% |
| 7D | -2.3% | +9.3% | -11.6% | -4.5% |
| 30D | -12.1% | +7.6% | -19.6% | -14.5% |
| 3M | -23.9% | +1.0% | -25.0% | -24.4% |
| 6M | -29.0% | +19.8% | -48.9% | -34.0% |
| All | -29.0% | +21.0% | -50.0% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling