+7.3%
CDE vs USB
+31.9%
-24.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.1% |
| 7D | +18.1% | 0.0% | +18.1% | +18.1% |
| 30D | -6.2% | +5.8% | -12.1% | -10.0% |
| 3M | -1.2% | -6.0% | +4.8% | +2.5% |
| 6M | -17.4% | +7.8% | -25.2% | -23.0% |
| YTD | -13.1% | +14.6% | -27.7% | -23.7% |
| 1Y | +7.3% | +31.8% | -24.5% | -11.0% |
| All | +7.3% | +31.9% | -24.7% | -11.0% |
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 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