+810.1%
CDE vs Z
-37.2%
+847.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -2.0% | -7.1% | +5.1% | +0.6% |
| 30D | +15.7% | -4.8% | +20.5% | +17.4% |
| 3M | +30.5% | -9.3% | +39.9% | +34.3% |
| 6M | -7.4% | -29.0% | +21.6% | +3.4% |
| YTD | +17.9% | -52.9% | +70.8% | +53.2% |
| 1Y | +46.7% | -63.1% | +109.8% | +107.3% |
| All | +810.1% | -37.2% | +847.3% | +674.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling