+56.1%
CDE vs NVS
+179.5%
-123.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -14.3% | +11.2% | +6.2% |
| 30D | +9.5% | -10.0% | +19.4% | +15.8% |
| 3M | +25.5% | -10.9% | +36.4% | +33.0% |
| 6M | -7.9% | -12.0% | +4.1% | -1.3% |
| YTD | +15.6% | +2.5% | +13.0% | +11.4% |
| 1Y | +34.0% | +10.7% | +23.4% | +22.2% |
| 3Y | +791.9% | +53.3% | +738.6% | +525.3% |
| 5Y | +197.7% | +93.6% | +104.1% | +73.5% |
| All | +56.1% | +179.5% | -123.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling