+14,183.4%
TER vs CDE
-89.5%
+14,272.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -8.3% | +21.9% | -30.1% | -10.6% |
| 3M | -12.2% | +14.9% | -27.1% | -13.8% |
| 6M | +17.1% | -10.5% | +27.6% | +18.1% |
| YTD | +84.7% | +19.3% | +65.4% | +80.1% |
| 1Y | +199.9% | +50.8% | +149.1% | +183.4% |
| 3Y | +232.8% | +782.3% | -549.6% | +153.1% |
| 5Y | +198.6% | +191.7% | +6.9% | +144.8% |
| 10Y | +1,669.7% | +57.6% | +1,612.1% | +1,292.2% |
| All | +14,183.4% | -89.5% | +14,272.9% | +9,728.5% |
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