+101.9%
WMT vs CDE
+807.6%
-705.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -7.4% | +9.5% | -16.9% | -7.6% |
| 3M | -10.9% | +25.5% | -36.4% | -11.4% |
| 6M | -12.7% | -7.9% | -4.8% | -12.6% |
| YTD | -3.2% | +15.6% | -18.8% | -4.3% |
| 1Y | +5.3% | +34.0% | -28.8% | +3.1% |
| 3Y | +101.9% | +791.9% | -690.1% | +87.5% |
| All | +101.9% | +807.6% | -705.8% | +87.5% |
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 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