+589.3%
CDE vs USAR
+68.6%
+520.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.0% |
| 7D | -2.0% | -4.4% | +2.5% | -1.5% |
| 30D | +15.7% | -10.4% | +26.1% | +16.8% |
| 3M | +30.5% | -18.4% | +48.9% | +32.4% |
| 6M | -7.4% | -8.8% | +1.4% | -7.1% |
| YTD | +17.9% | +43.4% | -25.5% | +16.1% |
| 1Y | +46.7% | +21.0% | +25.7% | +46.7% |
| 3Y | +851.3% | +67.7% | +783.5% | +1,058.6% |
| All | +589.3% | +68.6% | +520.7% | +756.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling