+261.3%
GE vs CDE
+797.0%
-535.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | 0.0% |
| 7D | -2.8% | -6.1% | +3.3% | -2.1% |
| 30D | -11.9% | +9.5% | -21.4% | -13.1% |
| 3M | +1.8% | +32.0% | -30.2% | -2.2% |
| 6M | -0.6% | -12.8% | +12.2% | -0.6% |
| YTD | +5.5% | +14.2% | -8.7% | +1.6% |
| 1Y | +15.0% | +36.3% | -21.3% | +7.2% |
| All | +261.3% | +797.0% | -535.7% | +171.3% |
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