+199.8%
TER vs CDE
+54.5%
+145.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +6.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | -8.3% | +21.9% | -30.2% | -15.7% |
| 3M | -12.2% | +14.9% | -27.2% | -18.1% |
| 6M | +17.0% | -10.5% | +27.5% | +15.0% |
| YTD | +84.6% | +19.3% | +65.3% | +69.1% |
| 1Y | +199.8% | +50.8% | +149.0% | +143.4% |
| All | +199.8% | +54.5% | +145.3% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling