+109.3%
CDE vs USB
+25.0%
+84.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.4% |
| 30D | -10.3% | +5.7% | -16.0% | -12.4% |
| 3M | -19.1% | -4.7% | -14.4% | -17.5% |
| 6M | -24.0% | +13.4% | -37.4% | -28.0% |
| YTD | -15.6% | +17.0% | -32.6% | -21.0% |
| 1Y | -1.1% | +32.4% | -33.4% | -11.8% |
| 3Y | +613.1% | +101.7% | +511.5% | +434.3% |
| 5Y | +109.3% | +24.4% | +84.9% | +67.9% |
| All | +109.3% | +25.0% | +84.3% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling