-69.9%
CDE vs CSGP
+3,334.4%
-3,404.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | +0.5% | -4.1% | +4.6% | +1.3% |
| 30D | +21.9% | +2.3% | +19.5% | +21.2% |
| 3M | +14.9% | -8.2% | +23.1% | +16.0% |
| 6M | -10.5% | -35.1% | +24.6% | -3.6% |
| YTD | +19.3% | -54.0% | +73.3% | +37.1% |
| 1Y | +50.8% | -65.3% | +116.1% | +83.2% |
| 3Y | +782.3% | -62.6% | +844.9% | +948.6% |
| 5Y | +191.7% | -64.8% | +256.5% | +247.1% |
| 10Y | +57.6% | +45.1% | +12.5% | +43.9% |
| All | -69.9% | +3,334.4% | -3,404.3% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling