+56.1%
CDE vs Z
-2.5%
+58.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.1% |
| 7D | -3.1% | -6.0% | +2.9% | -1.5% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | +25.5% | -0.6% | +26.1% | +25.1% |
| 6M | -7.9% | -27.6% | +19.7% | -0.6% |
| YTD | +15.6% | -52.4% | +67.9% | +38.9% |
| 1Y | +34.0% | -63.6% | +97.6% | +71.9% |
| 3Y | +791.9% | -36.4% | +828.3% | +855.4% |
| 5Y | +197.7% | -64.6% | +262.3% | +239.8% |
| All | +56.1% | -2.5% | +58.5% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling