+629.3%
ON vs CDE
+61.6%
+567.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.0% |
| 30D | -8.6% | +9.5% | -18.1% | -10.4% |
| 3M | -34.3% | +25.5% | -59.8% | -37.5% |
| 6M | +28.5% | -7.9% | +36.4% | +28.7% |
| YTD | +40.6% | +15.6% | +25.1% | +33.5% |
| 1Y | +55.3% | +34.0% | +21.3% | +41.9% |
| 3Y | -22.2% | +791.9% | -814.1% | -52.9% |
| 5Y | +62.4% | +197.7% | -135.4% | +12.0% |
| All | +629.3% | +61.6% | +567.7% | +352.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling