+211.9%
TER vs CDE
+193.0%
+18.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.8% |
| 7D | +9.4% | -6.1% | +15.4% | +10.8% |
| 30D | -2.4% | +9.5% | -11.9% | -4.7% |
| 3M | +6.5% | +32.0% | -25.4% | -0.5% |
| 6M | +23.2% | -12.8% | +36.0% | +24.7% |
| YTD | +91.5% | +14.2% | +77.3% | +83.4% |
| 1Y | +214.8% | +36.3% | +178.5% | +188.3% |
| 3Y | +275.3% | +821.4% | -546.1% | +133.1% |
| 5Y | +211.9% | +194.3% | +17.6% | +97.8% |
| All | +211.9% | +193.0% | +18.9% | +97.8% |
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