-89.5%
CDE vs CVS
+1,906.7%
-1,996.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.6% |
| 30D | +15.7% | -0.3% | +16.0% | +15.6% |
| 3M | +30.5% | -1.1% | +31.6% | +30.4% |
| 6M | -7.4% | +23.7% | -31.1% | -11.3% |
| YTD | +17.9% | +23.0% | -5.1% | +12.7% |
| 1Y | +46.7% | +37.2% | +9.6% | +37.4% |
| 3Y | +851.3% | +62.4% | +788.9% | +745.9% |
| 5Y | +202.9% | +31.8% | +171.1% | +179.8% |
| 10Y | +58.2% | +41.9% | +16.3% | +40.2% |
| All | -89.5% | +1,906.7% | -1,996.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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