+632.4%
GEV vs CDE
+504.2%
+128.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.4% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | -7.9% | +9.5% | -17.4% | -9.9% |
| 3M | +5.6% | +25.5% | -19.9% | -0.3% |
| 6M | +13.1% | -7.9% | +21.0% | +12.5% |
| YTD | +46.7% | +15.6% | +31.2% | +37.9% |
| 1Y | +51.3% | +34.0% | +17.2% | +35.5% |
| All | +632.4% | +504.2% | +128.2% | +359.5% |
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