+69.6%
V vs CDE
+193.0%
-123.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -3.0% | -6.1% | +3.0% | -2.7% |
| 30D | +1.2% | +9.5% | -8.3% | +0.7% |
| 3M | +13.9% | +32.0% | -18.1% | +11.9% |
| 6M | +17.2% | -12.8% | +30.0% | +17.5% |
| YTD | +5.3% | +14.2% | -8.9% | +3.5% |
| 1Y | +9.5% | +36.3% | -26.8% | +5.7% |
| 3Y | +51.9% | +821.4% | -769.5% | +23.7% |
| 5Y | +69.6% | +194.3% | -124.7% | +53.1% |
| All | +69.6% | +193.0% | -123.4% | +53.1% |
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