-83.6%
CDE vs URI
+8,075.0%
-8,158.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.6% |
| 7D | -2.3% | +9.3% | -11.6% | -4.6% |
| 30D | -12.1% | +7.6% | -19.6% | -14.0% |
| 3M | -23.9% | +1.0% | -25.0% | -24.4% |
| 6M | -29.0% | +19.8% | -48.9% | -33.0% |
| YTD | -19.7% | +41.9% | -61.6% | -28.6% |
| 1Y | -8.4% | +33.4% | -41.8% | -17.0% |
| 3Y | +578.5% | +156.0% | +422.5% | +413.8% |
| 5Y | +100.2% | +209.5% | -109.3% | +42.0% |
| 10Y | +56.5% | +1,199.8% | -1,143.3% | -26.8% |
| All | -83.6% | +8,075.0% | -8,158.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling