+596.3%
CDE vs USAR
-20.4%
+616.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | -9.6% | -0.8% | -8.8% | -9.5% |
| 30D | -6.7% | -20.9% | +14.3% | -4.5% |
| 3M | -24.2% | -56.2% | +31.9% | -17.6% |
| 6M | -29.1% | -67.9% | +38.8% | -21.1% |
| YTD | -21.5% | -31.4% | +9.9% | -16.5% |
| 1Y | -7.4% | -45.1% | +37.7% | -0.8% |
| 3Y | +596.3% | -20.3% | +616.6% | +1,032.0% |
| All | +596.3% | -20.4% | +616.7% | +1,032.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling