+1,449.6%
NET vs CDE
+339.3%
+1,110.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | -4.8% | +21.9% | -26.7% | -8.6% |
| 3M | +3.8% | +14.9% | -11.1% | +0.2% |
| 6M | +50.0% | -10.5% | +60.6% | +49.3% |
| YTD | +41.5% | +19.3% | +22.2% | +31.6% |
| 1Y | +32.8% | +50.8% | -18.0% | +16.2% |
| 3Y | +335.9% | +782.3% | -446.4% | +151.1% |
| 5Y | +113.8% | +191.7% | -77.9% | +39.8% |
| All | +1,449.6% | +339.3% | +1,110.2% | +693.7% |
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