+223.3%
HOOD vs CDE
+164.1%
+59.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -7.8% | -3.1% | -4.7% | -7.0% |
| 30D | +18.6% | +9.5% | +9.1% | +15.4% |
| 3M | +22.1% | +25.5% | -3.4% | +13.3% |
| 6M | +43.1% | -7.9% | +51.0% | +43.8% |
| YTD | -0.5% | +15.6% | -16.0% | -7.0% |
| 1Y | -4.4% | +34.0% | -38.4% | -16.0% |
| 3Y | +938.5% | +791.9% | +146.6% | +430.6% |
| 5Y | +173.4% | +197.7% | -24.3% | +43.6% |
| All | +223.3% | +164.1% | +59.1% | +51.5% |
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