+795.4%
CDE vs LSCC
+26.5%
+768.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | +2.3% | +5.2% | -2.9% | +0.3% |
| 30D | +18.8% | -9.6% | +28.4% | +23.1% |
| 3M | +23.5% | -17.8% | +41.3% | +31.4% |
| 6M | -8.6% | +37.4% | -46.1% | -19.9% |
| YTD | +16.0% | +59.7% | -43.7% | -4.3% |
| 1Y | +42.1% | +76.2% | -34.2% | +12.7% |
| All | +795.4% | +26.5% | +768.8% | +558.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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