+189.0%
CDE vs WAB
+221.8%
-32.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +9.5% | -4.1% | +13.5% | +12.9% |
| 3M | +25.5% | +8.2% | +17.3% | +16.7% |
| 6M | -7.9% | +15.4% | -23.3% | -17.9% |
| YTD | +15.6% | +33.1% | -17.6% | -7.1% |
| 1Y | +34.0% | +48.1% | -14.0% | -0.9% |
| 3Y | +791.9% | +167.7% | +624.2% | +314.7% |
| All | +189.0% | +221.8% | -32.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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