-65.8%
CDE vs ITOT
+887.7%
-953.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | 0.0% |
| 7D | -3.1% | -0.9% | -2.2% | -1.9% |
| 30D | +9.5% | -1.5% | +10.9% | +11.8% |
| 3M | +25.5% | +3.6% | +21.9% | +20.8% |
| 6M | -7.9% | +13.7% | -21.6% | -20.4% |
| YTD | +15.6% | +12.9% | +2.6% | +1.6% |
| 1Y | +34.0% | +17.2% | +16.9% | +12.9% |
| 3Y | +791.9% | +75.6% | +716.3% | +354.3% |
| 5Y | +197.7% | +75.5% | +122.3% | +52.6% |
| 10Y | +55.0% | +302.0% | -246.9% | -74.2% |
| All | -65.8% | +887.7% | -953.5% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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