+596.3%
CDE vs CSGP
-60.9%
+657.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.7% |
| 7D | -9.6% | +1.3% | -11.0% | -9.8% |
| 30D | -6.7% | +2.8% | -9.5% | -7.9% |
| 3M | -24.2% | -6.3% | -17.9% | -24.0% |
| 6M | -29.1% | -3.2% | -25.9% | -29.8% |
| YTD | -21.5% | -54.0% | +32.5% | -2.5% |
| 1Y | -7.4% | -54.8% | +47.4% | +15.8% |
| 3Y | +596.3% | -60.6% | +656.9% | +705.3% |
| All | +596.3% | -60.9% | +657.2% | +705.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling