+68.3%
T vs CDE
+193.0%
-124.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.7% |
| 7D | -2.4% | -6.1% | +3.6% | -2.2% |
| 30D | +4.3% | +9.5% | -5.2% | +3.9% |
| 3M | +11.6% | +32.0% | -20.4% | +10.1% |
| 6M | -5.6% | -12.8% | +7.2% | -5.4% |
| YTD | +6.6% | +14.2% | -7.6% | +4.7% |
| 1Y | -8.4% | +36.3% | -44.7% | -11.4% |
| 3Y | +107.8% | +821.4% | -713.6% | +67.9% |
| 5Y | +68.3% | +194.3% | -126.0% | +43.5% |
| All | +68.3% | +193.0% | -124.7% | +43.5% |
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