+64.4%
CDE vs CSGP
+65.4%
-1.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +3.1% | -7.1% | +10.2% | +5.3% |
| 30D | -10.3% | +3.6% | -14.0% | -12.5% |
| 3M | -19.1% | -2.7% | -16.4% | -19.9% |
| 6M | -24.0% | -8.0% | -16.0% | -24.3% |
| YTD | -15.6% | -55.0% | +39.4% | +5.9% |
| 1Y | -1.1% | -55.8% | +54.7% | +24.9% |
| 3Y | +613.1% | -62.0% | +675.1% | +831.7% |
| 5Y | +109.3% | -62.9% | +172.2% | +170.6% |
| 10Y | +64.4% | +62.6% | +1.8% | +102.3% |
| All | +64.4% | +65.4% | -1.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling