+10.7%
CDE vs USB
+33.5%
-22.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +4.5% |
| 7D | +23.5% | +0.8% | +22.7% | +22.9% |
| 30D | -4.0% | +6.8% | -10.7% | -8.4% |
| 3M | -5.4% | -3.8% | -1.6% | -3.6% |
| 6M | -11.3% | +11.7% | -23.0% | -19.6% |
| YTD | -7.6% | +17.5% | -25.1% | -20.2% |
| All | +10.7% | +33.5% | -22.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling