+5.6%
CDE vs Z
-54.2%
+59.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.4% | -0.7% | +6.2% |
| 7D | +1.1% | +10.2% | -9.1% | -1.4% |
| 30D | -14.5% | +23.7% | -38.2% | -20.0% |
| 3M | -10.1% | -6.6% | -3.5% | -8.9% |
| 6M | -16.9% | -23.0% | +6.1% | -11.0% |
| YTD | -18.1% | -50.3% | +32.2% | +8.0% |
| 1Y | +5.6% | -53.6% | +59.2% | +43.1% |
| All | +5.6% | -54.2% | +59.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling