+303.5%
EWY vs CDE
+61.6%
+241.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +3.1% |
| 7D | -0.1% | -3.1% | +3.0% | +0.4% |
| 30D | +7.3% | +9.5% | -2.2% | +5.9% |
| 3M | -5.1% | +25.5% | -30.6% | -8.3% |
| 6M | +42.1% | -7.9% | +50.0% | +42.8% |
| YTD | +94.1% | +15.6% | +78.6% | +89.1% |
| 1Y | +147.8% | +34.0% | +113.8% | +135.1% |
| 3Y | +222.9% | +791.9% | -569.0% | +134.4% |
| 5Y | +150.6% | +197.7% | -47.1% | +96.7% |
| All | +303.5% | +61.6% | +241.9% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling