+56.1%
CDE vs WU
-39.1%
+95.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | +9.5% | -2.9% | +12.4% | +10.5% |
| 3M | +25.5% | -2.3% | +27.7% | +24.4% |
| 6M | -7.9% | -25.4% | +17.5% | +0.9% |
| YTD | +15.6% | -21.2% | +36.8% | +23.3% |
| 1Y | +34.0% | -8.9% | +42.9% | +34.0% |
| 3Y | +791.9% | -29.0% | +820.9% | +866.5% |
| 5Y | +197.7% | -50.7% | +248.5% | +268.4% |
| All | +56.1% | -39.1% | +95.2% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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