+174.0%
CDE vs USHY
+49.7%
+124.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.1% |
| 7D | -3.1% | -0.7% | -2.4% | -1.3% |
| 30D | +9.5% | -0.7% | +10.1% | +11.6% |
| 3M | +25.5% | +0.1% | +25.4% | +25.9% |
| 6M | -7.9% | +1.8% | -9.7% | -10.6% |
| YTD | +15.6% | +1.8% | +13.8% | +12.5% |
| 1Y | +34.0% | +3.3% | +30.8% | +25.9% |
| 3Y | +791.9% | +27.0% | +764.9% | +417.3% |
| 5Y | +197.7% | +21.0% | +176.7% | +100.5% |
| All | +174.0% | +49.7% | +124.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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