+3.7%
GE vs CDE
+3.1%
+0.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | +0.5% | +4.2% | -3.7% | -0.1% |
| 30D | +1.7% | -14.8% | +16.5% | +3.6% |
| 3M | -17.3% | -16.1% | -1.3% | -16.3% |
| 6M | +10.1% | -14.5% | +24.6% | +10.2% |
| YTD | +2.6% | -17.9% | +20.5% | -1.0% |
| 1Y | +3.7% | +3.2% | +0.5% | -6.1% |
| All | +3.7% | +3.1% | +0.6% | -6.1% |
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