+189.0%
CDE vs W
-62.2%
+251.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.9% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +9.5% | -4.2% | +13.7% | +10.7% |
| 3M | +25.5% | +26.9% | -1.4% | +17.2% |
| 6M | -7.9% | +31.2% | -39.1% | -15.1% |
| YTD | +15.6% | -1.8% | +17.4% | +12.7% |
| 1Y | +34.0% | +9.3% | +24.7% | +26.9% |
| 3Y | +791.9% | +33.2% | +758.7% | +641.8% |
| All | +189.0% | -62.2% | +251.2% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling