-31.3%
TER vs CDE
-30.3%
-1.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.1% | -4.3% |
| 7D | +14.4% | -9.6% | +24.0% | +19.8% |
| 30D | -30.6% | -6.7% | -23.9% | -28.4% |
| 3M | -39.2% | -24.2% | -15.0% | -31.5% |
| 6M | -31.3% | -29.1% | -2.2% | -19.4% |
| All | -31.3% | -30.3% | -1.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling