+108.3%
V vs CDE
+95.5%
+12.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +0.9% | -9.6% | +10.6% | +1.4% |
| 30D | +9.0% | -6.7% | +15.6% | +9.2% |
| 3M | +16.7% | -24.2% | +40.9% | +18.0% |
| 6M | +33.4% | -29.1% | +62.5% | +34.9% |
| YTD | +22.4% | -21.5% | +43.9% | +22.2% |
| 1Y | +27.7% | -7.4% | +35.1% | +26.2% |
| 3Y | +78.0% | +596.3% | -518.3% | +47.8% |
| All | +108.3% | +95.5% | +12.8% | +105.2% |
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