+189.0%
CDE vs VRSK
-11.8%
+200.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.1% | -5.2% | +2.1% | -2.4% |
| 30D | +9.5% | -2.3% | +11.8% | +9.7% |
| 3M | +25.5% | -2.9% | +28.4% | +24.7% |
| 6M | -7.9% | -12.8% | +4.9% | -6.0% |
| YTD | +15.6% | -20.8% | +36.4% | +21.2% |
| 1Y | +34.0% | -33.2% | +67.3% | +49.5% |
| 3Y | +791.9% | -26.6% | +818.5% | +816.7% |
| All | +189.0% | -11.8% | +200.7% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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