+54.3%
CDE vs WMB
+304.7%
-250.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.6% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | +9.5% | +0.7% | +8.8% | +8.5% |
| 3M | +32.0% | +1.5% | +30.5% | +29.5% |
| 6M | -12.8% | +0.1% | -12.9% | -14.3% |
| YTD | +14.2% | +22.9% | -8.7% | +0.7% |
| 1Y | +36.3% | +27.9% | +8.4% | +17.4% |
| 3Y | +821.4% | +139.1% | +682.3% | +472.5% |
| 5Y | +194.3% | +270.9% | -76.7% | +53.3% |
| All | +54.3% | +304.7% | -250.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling