+47.6%
ON vs CDE
+0.7%
+46.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -4.2% |
| 7D | -5.8% | +1.1% | -6.9% | -6.2% |
| 30D | -17.1% | -14.5% | -2.6% | -13.8% |
| 3M | -11.8% | -10.1% | -1.8% | -10.3% |
| 6M | -30.2% | -16.9% | -13.3% | -27.8% |
| YTD | +31.6% | -18.1% | +49.7% | +35.0% |
| 1Y | +47.6% | +5.6% | +41.9% | +46.2% |
| All | +47.6% | +0.7% | +46.8% | +46.2% |
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