+9,883.5%
TER vs CDE
-93.1%
+9,976.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.1% | -5.1% |
| 7D | +14.4% | -9.6% | +24.0% | +15.7% |
| 30D | -30.6% | -6.7% | -23.9% | -30.1% |
| 3M | -39.2% | -24.2% | -15.0% | -37.4% |
| 6M | -31.3% | -29.1% | -2.2% | -28.7% |
| YTD | +29.1% | -21.5% | +50.6% | +31.9% |
| 1Y | +47.4% | -7.4% | +54.8% | +47.9% |
| 3Y | +191.2% | +596.3% | -405.1% | +129.1% |
| 5Y | +74.0% | +95.7% | -21.8% | +49.7% |
| 10Y | +1,005.1% | +53.0% | +952.1% | +782.3% |
| All | +9,883.5% | -93.1% | +9,976.6% | +7,101.7% |
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