+56.1%
CDE vs WTW
+198.0%
-142.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.1% | -5.7% | +2.6% | -0.5% |
| 30D | +9.5% | -7.3% | +16.7% | +13.2% |
| 3M | +25.5% | +21.5% | +4.0% | +13.7% |
| 6M | -7.9% | +9.6% | -17.5% | -13.7% |
| YTD | +15.6% | -3.3% | +18.8% | +14.4% |
| 1Y | +34.0% | -6.1% | +40.2% | +34.3% |
| 3Y | +791.9% | +61.8% | +730.1% | +530.5% |
| 5Y | +197.7% | +42.7% | +155.1% | +123.2% |
| All | +56.1% | +198.0% | -142.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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