+558.6%
QQQ vs CDE
+61.6%
+497.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | -1.2% | +9.5% | -10.7% | -2.3% |
| 3M | -0.2% | +25.5% | -25.7% | -3.1% |
| 6M | +17.9% | -7.9% | +25.8% | +17.6% |
| YTD | +16.6% | +15.6% | +1.1% | +12.9% |
| 1Y | +23.0% | +34.0% | -11.1% | +16.3% |
| 3Y | +92.9% | +791.9% | -699.0% | +44.6% |
| 5Y | +95.6% | +197.7% | -102.1% | +57.0% |
| All | +558.6% | +61.6% | +497.0% | +389.2% |
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 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