+781.5%
CDE vs W
+34.3%
+747.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.5% | -2.3% |
| 7D | -6.1% | +0.5% | -6.5% | -6.2% |
| 30D | +9.5% | -5.6% | +15.0% | +11.5% |
| 3M | +32.0% | +41.9% | -9.9% | +16.1% |
| 6M | -12.8% | +30.2% | -43.0% | -21.8% |
| YTD | +14.2% | -2.9% | +17.2% | +10.5% |
| 1Y | +36.3% | +11.6% | +24.7% | +25.4% |
| All | +781.5% | +34.3% | +747.2% | +540.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling