-92.3%
CDE vs USB
+8,078.7%
-8,170.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +18.1% | 0.0% | +18.1% | +18.1% |
| 30D | -6.2% | +5.8% | -12.1% | -7.4% |
| 3M | -1.2% | -6.0% | +4.8% | +0.1% |
| 6M | -17.4% | +7.8% | -25.2% | -18.7% |
| YTD | -13.1% | +14.6% | -27.7% | -15.5% |
| 1Y | +7.3% | +31.8% | -24.5% | +1.3% |
| 3Y | +522.0% | +91.5% | +430.5% | +443.5% |
| 5Y | +123.2% | +22.0% | +101.1% | +109.7% |
| 10Y | +37.9% | +96.1% | -58.1% | +15.5% |
| All | -92.3% | +8,078.7% | -8,170.9% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling