-28.3%
ON vs CDE
+797.0%
-825.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | -4.7% | -6.1% | +1.3% | -3.5% |
| 30D | -13.5% | +9.5% | -23.0% | -15.3% |
| 3M | -36.3% | +32.0% | -68.3% | -40.2% |
| 6M | +17.8% | -12.8% | +30.5% | +18.2% |
| YTD | +29.6% | +14.2% | +15.4% | +22.7% |
| 1Y | +45.8% | +36.3% | +9.5% | +32.1% |
| All | -28.3% | +797.0% | -825.3% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling