+59.8%
ON vs CDE
+196.4%
-136.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.1% |
| 30D | -8.6% | +9.5% | -18.1% | -10.6% |
| 3M | -34.3% | +25.5% | -59.8% | -37.8% |
| 6M | +28.5% | -7.9% | +36.4% | +28.3% |
| YTD | +40.6% | +15.6% | +25.1% | +32.7% |
| 1Y | +55.3% | +34.0% | +21.3% | +40.5% |
| 3Y | -22.2% | +791.9% | -814.1% | -55.7% |
| All | +59.8% | +196.4% | -136.6% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling