+7.0%
NET vs CDE
+3.1%
+3.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -21.2% | +4.2% | -25.4% | -21.5% |
| 30D | -31.1% | -14.8% | -16.3% | -30.2% |
| 3M | -16.5% | -16.1% | -0.5% | -15.7% |
| 6M | 0.0% | -14.5% | +14.5% | +0.5% |
| YTD | +24.0% | -17.9% | +41.9% | +19.0% |
| 1Y | +7.0% | +3.2% | +3.8% | -3.3% |
| All | +7.0% | +3.1% | +3.9% | -3.3% |
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 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