+1,381.0%
NET vs CDE
+201.6%
+1,179.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.1% |
| 7D | -16.4% | +1.1% | -17.5% | -16.6% |
| 30D | -25.8% | -14.5% | -11.4% | -23.9% |
| 3M | -11.5% | -10.1% | -1.5% | -10.8% |
| 6M | +18.9% | -16.9% | +35.8% | +20.5% |
| YTD | +35.2% | -18.1% | +53.4% | +34.0% |
| 1Y | +14.5% | +5.6% | +8.8% | +7.6% |
| 3Y | +313.8% | +465.8% | -151.9% | +158.4% |
| 5Y | +32.6% | +115.3% | -82.7% | -8.2% |
| All | +1,381.0% | +201.6% | +1,179.4% | +708.1% |
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 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