+57.3%
DIA vs CDE
+797.0%
-739.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -3.0% | -6.1% | +3.0% | -2.6% |
| 30D | -3.0% | +9.5% | -12.5% | -3.7% |
| 3M | +4.5% | +32.0% | -27.5% | +2.1% |
| 6M | +9.8% | -12.8% | +22.6% | +9.8% |
| YTD | +9.3% | +14.2% | -4.9% | +7.0% |
| 1Y | +16.0% | +36.3% | -20.3% | +11.5% |
| All | +57.3% | +797.0% | -739.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling