+315.3%
CDE vs W
+177.7%
+137.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | +2.3% | +6.5% | -4.2% | +1.1% |
| 30D | +18.8% | -6.2% | +25.0% | +20.2% |
| 3M | +23.5% | +48.9% | -25.4% | +13.6% |
| 6M | -8.6% | +31.2% | -39.8% | -14.2% |
| YTD | +16.0% | -0.4% | +16.4% | +13.7% |
| 1Y | +42.1% | +14.8% | +27.2% | +35.3% |
| 3Y | +835.9% | +40.5% | +795.4% | +710.8% |
| 5Y | +197.6% | -62.1% | +259.7% | +176.0% |
| 10Y | +39.6% | +141.5% | -102.0% | -10.9% |
| All | +315.3% | +177.7% | +137.6% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling