+1,831.4%
T vs CDE
-89.6%
+1,921.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | -3.1% | -2.0% | -1.1% | -3.0% |
| 30D | +4.6% | +15.7% | -11.1% | +4.1% |
| 3M | +12.2% | +30.5% | -18.3% | +11.1% |
| 6M | -6.5% | -7.4% | +0.9% | -6.6% |
| YTD | +4.9% | +17.9% | -13.0% | +3.7% |
| 1Y | -10.5% | +46.7% | -57.2% | -12.4% |
| 3Y | +104.6% | +851.3% | -746.7% | +86.0% |
| 5Y | +64.2% | +202.9% | -138.7% | +52.8% |
| 10Y | +68.4% | +58.2% | +10.3% | +54.2% |
| All | +1,831.4% | -89.6% | +1,921.0% | +1,555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling