+194.3%
CDE vs WAT
-5.3%
+199.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -2.8% |
| 7D | -6.1% | -2.9% | -3.2% | -4.8% |
| 30D | +9.5% | -3.2% | +12.7% | +11.3% |
| 3M | +32.0% | +10.6% | +21.4% | +26.7% |
| 6M | -12.8% | +34.0% | -46.8% | -23.4% |
| YTD | +14.2% | +5.7% | +8.5% | +10.2% |
| 1Y | +36.3% | +37.1% | -0.8% | +15.2% |
| 3Y | +821.4% | +52.4% | +769.0% | +586.5% |
| 5Y | +194.3% | -4.4% | +198.7% | +136.5% |
| All | +194.3% | -5.3% | +199.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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