+32.6%
NET vs CDE
+104.1%
-71.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.5% |
| 7D | -16.4% | +1.1% | -17.5% | -16.6% |
| 30D | -25.8% | -14.5% | -11.4% | -23.4% |
| 3M | -11.5% | -10.1% | -1.5% | -10.7% |
| 6M | +18.9% | -16.9% | +35.8% | +20.7% |
| YTD | +35.2% | -18.1% | +53.4% | +33.0% |
| 1Y | +14.5% | +5.6% | +8.8% | +5.0% |
| 3Y | +313.8% | +465.8% | -151.9% | +108.9% |
| 5Y | +32.6% | +115.3% | -82.7% | +2.1% |
| All | +32.6% | +104.1% | -71.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling