+64.4%
CDE vs USB
+84.9%
-20.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | -10.3% | +5.7% | -16.0% | -12.1% |
| 3M | -19.1% | -4.7% | -14.4% | -17.7% |
| 6M | -24.0% | +13.4% | -37.4% | -27.4% |
| YTD | -15.6% | +17.0% | -32.6% | -20.1% |
| 1Y | -1.1% | +32.4% | -33.4% | -10.3% |
| 3Y | +613.1% | +101.7% | +511.5% | +457.5% |
| 5Y | +109.3% | +24.4% | +84.9% | +85.5% |
| 10Y | +64.4% | +83.6% | -19.1% | +49.1% |
| All | +64.4% | +84.9% | -20.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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