+51.6%
CDE vs USB
+83.8%
-32.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -9.6% | +2.6% | -12.2% | -10.4% |
| 30D | -6.7% | +8.4% | -15.1% | -9.4% |
| 3M | -24.2% | -5.5% | -18.7% | -22.7% |
| 6M | -29.1% | +17.7% | -46.8% | -33.2% |
| YTD | -21.5% | +17.6% | -39.1% | -25.8% |
| 1Y | -7.4% | +33.9% | -41.2% | -16.3% |
| 3Y | +596.3% | +103.8% | +492.5% | +442.5% |
| 5Y | +95.7% | +25.6% | +70.1% | +72.9% |
| All | +51.6% | +83.8% | -32.2% | +37.0% |
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