+52.0%
V vs CDE
+826.1%
-774.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +1.9% | +15.7% | -13.8% | +1.4% |
| 3M | +13.2% | +30.5% | -17.3% | +12.3% |
| 6M | +16.7% | -7.4% | +24.1% | +16.9% |
| YTD | +5.4% | +17.9% | -12.5% | +4.4% |
| 1Y | +7.7% | +46.7% | -39.1% | +5.4% |
| All | +52.0% | +826.1% | -774.1% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling