+18.6%
DIA vs CDE
+54.5%
-35.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -1.5% | +21.9% | -23.4% | -3.2% |
| 3M | +3.8% | +14.9% | -11.2% | +2.1% |
| 6M | +10.3% | -10.5% | +20.8% | +9.6% |
| YTD | +12.1% | +19.3% | -7.2% | +9.5% |
| 1Y | +18.6% | +50.8% | -32.2% | +14.5% |
| All | +18.6% | +54.5% | -35.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling