-89.5%
CDE vs NSC
+5,636.1%
-5,725.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.1% |
| 7D | -2.0% | -2.0% | +0.1% | -1.3% |
| 30D | +15.7% | -3.2% | +18.9% | +17.0% |
| 3M | +30.5% | +3.9% | +26.6% | +28.4% |
| 6M | -7.4% | +7.8% | -15.2% | -10.3% |
| YTD | +17.9% | +13.4% | +4.5% | +12.0% |
| 1Y | +46.7% | +20.3% | +26.4% | +36.5% |
| 3Y | +851.3% | +76.1% | +775.2% | +667.9% |
| 5Y | +202.9% | +45.0% | +157.9% | +160.5% |
| 10Y | +58.2% | +335.7% | -277.5% | -6.6% |
| All | -89.5% | +5,636.1% | -5,725.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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