+522.0%
CDE vs CSGP
-60.4%
+582.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.7% | +10.4% | +6.4% |
| 7D | +18.1% | +1.3% | +16.8% | +17.8% |
| 30D | -6.2% | +10.7% | -16.9% | -8.9% |
| 3M | -1.2% | +3.3% | -4.4% | -2.8% |
| 6M | -17.4% | -10.3% | -7.1% | -16.8% |
| YTD | -13.1% | -54.6% | +41.4% | +7.6% |
| 1Y | +7.3% | -54.6% | +61.9% | +32.8% |
| 3Y | +522.0% | -60.3% | +582.3% | +597.6% |
| All | +522.0% | -60.4% | +582.4% | +597.6% |
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