+1,106.1%
DIA vs CDE
-76.8%
+1,182.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.8% |
| 7D | -1.2% | -2.0% | +0.7% | -1.1% |
| 30D | -2.7% | +15.7% | -18.4% | -3.5% |
| 3M | +3.3% | +30.5% | -27.2% | +1.5% |
| 6M | +10.4% | -7.4% | +17.8% | +10.2% |
| YTD | +10.0% | +17.9% | -7.9% | +8.0% |
| 1Y | +16.2% | +46.7% | -30.5% | +12.4% |
| 3Y | +58.7% | +851.3% | -792.6% | +36.4% |
| 5Y | +63.6% | +202.9% | -139.4% | +45.9% |
| 10Y | +251.0% | +58.2% | +192.8% | +205.7% |
| All | +1,106.1% | -76.8% | +1,182.9% | +924.5% |
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 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