+189.0%
CDE vs Z
-64.7%
+253.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.1% |
| 7D | -3.1% | -6.0% | +2.9% | -1.3% |
| 30D | +9.5% | -2.3% | +11.8% | +10.0% |
| 3M | +25.5% | -0.6% | +26.1% | +25.0% |
| 6M | -7.9% | -27.6% | +19.7% | +0.5% |
| YTD | +15.6% | -52.4% | +67.9% | +42.8% |
| 1Y | +34.0% | -63.6% | +97.6% | +78.6% |
| 3Y | +791.9% | -36.4% | +828.3% | +851.7% |
| All | +189.0% | -64.7% | +253.6% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling