+3,419.7%
CLS vs CDE
-67.9%
+3,487.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.4% | +6.0% |
| 7D | +12.8% | +2.3% | +10.5% | +12.4% |
| 30D | +3.8% | +18.8% | -15.0% | +1.5% |
| 3M | -14.6% | +23.5% | -38.1% | -16.9% |
| 6M | +32.2% | -8.6% | +40.9% | +33.2% |
| YTD | +11.6% | +16.0% | -4.4% | +8.9% |
| 1Y | +35.1% | +42.1% | -7.0% | +28.6% |
| 3Y | +1,312.5% | +835.9% | +476.7% | +973.8% |
| 5Y | +3,542.1% | +197.6% | +3,344.5% | +2,894.4% |
| 10Y | +2,944.0% | +39.6% | +2,904.4% | +2,344.3% |
| All | +3,419.7% | -67.9% | +3,487.6% | +2,407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 all: compounded portfolio wealth divided by compounded CDE 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…
all analysis · Full analysis span regression · 6 months rolling